-86.8%
MSTU vs EXPD
+53.6%
-140.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.5% | -7.1% | -7.7% |
| 7D | +16.1% | -0.9% | +17.1% | +17.0% |
| 30D | +68.7% | +4.1% | +64.6% | +65.4% |
| 3M | -11.0% | +13.8% | -24.8% | -17.9% |
| 6M | -33.4% | +27.3% | -60.7% | -43.7% |
| YTD | -59.5% | +25.4% | -85.0% | -65.7% |
| 1Y | -93.4% | +54.4% | -147.7% | -95.4% |
| All | -86.8% | +53.6% | -140.4% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling