-92.4%
MSTU vs EXPD
+60.9%
-153.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -25.8% | +5.5% | -31.3% | -28.6% |
| 30D | -43.9% | -0.8% | -43.1% | -43.3% |
| 3M | +2.9% | +4.1% | -1.3% | +1.2% |
| 6M | -75.5% | +25.7% | -101.2% | -78.7% |
| YTD | -76.7% | +31.4% | -108.1% | -80.8% |
| 1Y | -88.9% | +42.2% | -131.1% | -91.5% |
| All | -92.4% | +60.9% | -153.3% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling