-86.8%
MSTU vs EXR
-17.2%
-69.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.6% | -8.6% |
| 7D | +16.1% | -0.7% | +16.8% | +16.8% |
| 30D | +68.7% | -6.9% | +75.6% | +76.2% |
| 3M | -11.0% | -3.0% | -8.0% | -10.4% |
| 6M | -33.4% | -2.9% | -30.4% | -33.0% |
| YTD | -59.5% | +9.3% | -68.8% | -61.4% |
| 1Y | -93.4% | -0.9% | -92.4% | -93.3% |
| All | -86.8% | -17.2% | -69.7% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling