-87.2%
MSTU vs EXPD
+53.8%
-141.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.2% | +13.6% | +11.9% |
| 7D | -4.8% | +0.3% | -5.1% | -5.3% |
| 30D | -29.6% | +1.8% | -31.4% | -30.3% |
| 3M | +69.4% | +8.9% | +60.5% | +63.9% |
| 6M | -62.2% | +42.2% | -104.5% | -67.1% |
| YTD | -61.1% | +33.4% | -94.4% | -66.3% |
| 1Y | -87.2% | +47.2% | -134.3% | -90.0% |
| All | -87.2% | +53.8% | -141.0% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling