-87.2%
MSTU vs EXR
+28.1%
-115.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.1% | +7.3% | +8.4% |
| 7D | -4.8% | +11.3% | -16.1% | -10.9% |
| 30D | -29.6% | +21.2% | -50.7% | -38.0% |
| 3M | +69.4% | +8.7% | +60.7% | +59.8% |
| 6M | -62.2% | +18.2% | -80.5% | -67.5% |
| YTD | -61.1% | +27.9% | -89.0% | -64.8% |
| 1Y | -87.2% | +28.3% | -115.5% | -88.3% |
| All | -87.2% | +28.1% | -115.2% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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