-90.3%
MSTU vs EXR
-3.5%
-86.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.4% |
| 7D | -9.3% | +2.7% | -12.0% | -10.5% |
| 30D | -38.3% | +18.9% | -57.2% | -44.6% |
| 3M | +24.0% | +8.4% | +15.7% | +18.0% |
| 6M | -72.1% | +14.3% | -86.4% | -74.6% |
| YTD | -70.2% | +27.2% | -97.5% | -74.2% |
| 1Y | -89.6% | +25.9% | -115.5% | -91.0% |
| All | -90.3% | -3.5% | -86.8% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling