-90.1%
MSTU vs EXR
+24.1%
-114.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -12.5% |
| 7D | -23.0% | -1.2% | -21.8% | -22.3% |
| 30D | -47.7% | +18.3% | -66.0% | -52.9% |
| 3M | +12.5% | +9.1% | +3.4% | +6.4% |
| 6M | -76.1% | +11.7% | -87.8% | -78.1% |
| YTD | -75.5% | +25.7% | -101.2% | -76.0% |
| 1Y | -90.1% | +24.9% | -115.0% | -90.4% |
| All | -90.1% | +24.1% | -114.2% | -90.4% |
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