-85.6%
MSTU vs EXEL
+113.3%
-198.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +21.3% | +8.4% | +13.0% | +18.5% |
| 30D | +90.8% | +4.1% | +86.7% | +88.5% |
| 3M | -6.8% | +12.4% | -19.2% | -9.9% |
| 6M | -39.8% | +41.5% | -81.4% | -45.5% |
| YTD | -55.7% | +34.6% | -90.3% | -59.5% |
| 1Y | -92.7% | +57.9% | -150.5% | -93.5% |
| All | -85.6% | +113.3% | -198.9% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling