-89.8%
MSTU vs EXPD
+52.5%
-142.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | +0.1% |
| 7D | -4.3% | -7.2% | +2.9% | +1.0% |
| 30D | -34.6% | -3.3% | -31.3% | -32.7% |
| 3M | +39.0% | +3.4% | +35.7% | +38.2% |
| 6M | -70.5% | +22.7% | -93.2% | -73.9% |
| YTD | -68.6% | +24.5% | -93.2% | -73.1% |
| 1Y | -88.6% | +38.6% | -127.3% | -91.1% |
| All | -89.8% | +52.5% | -142.3% | -93.0% |
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 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