-87.5%
MSTU vs EXEL
+110.9%
-198.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -5.8% |
| 7D | +12.9% | -0.3% | +13.2% | +13.1% |
| 30D | +68.3% | +10.1% | +58.2% | +63.9% |
| 3M | +0.4% | +10.1% | -9.7% | -2.2% |
| 6M | -41.5% | +37.7% | -79.2% | -46.6% |
| YTD | -61.7% | +33.1% | -94.8% | -64.9% |
| 1Y | -93.7% | +52.4% | -146.0% | -94.3% |
| All | -87.5% | +110.9% | -198.4% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling