-85.6%
MSTU vs EXPD
+55.9%
-141.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | +21.3% | -1.1% | +22.5% | +22.3% |
| 30D | +90.8% | +4.1% | +86.7% | +86.9% |
| 3M | -6.8% | +17.9% | -24.7% | -15.9% |
| 6M | -39.8% | +29.2% | -69.1% | -49.6% |
| YTD | -55.7% | +27.4% | -83.0% | -62.8% |
| 1Y | -92.7% | +56.8% | -149.5% | -95.0% |
| All | -85.6% | +55.9% | -141.5% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling