-85.6%
MSTU vs EXR
-17.1%
-68.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.4% |
| 7D | +21.3% | -2.6% | +23.9% | +23.3% |
| 30D | +90.8% | -7.2% | +98.0% | +99.7% |
| 3M | -6.8% | -3.5% | -3.3% | -5.8% |
| 6M | -39.8% | -5.3% | -34.5% | -38.4% |
| YTD | -55.7% | +9.4% | -65.0% | -57.8% |
| 1Y | -92.7% | +1.3% | -94.0% | -92.7% |
| All | -85.6% | -17.1% | -68.5% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling