-99.3%
MSTZ vs EXEL
+159.4%
-258.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +5.8% |
| 7D | +4.3% | +2.3% | +2.0% | +5.2% |
| 30D | +30.2% | +19.8% | +10.3% | +37.1% |
| 3M | -66.9% | +32.7% | -99.6% | -64.0% |
| 6M | -26.3% | +49.0% | -75.3% | -17.2% |
| YTD | -80.1% | +63.7% | -143.8% | -76.5% |
| 1Y | -57.5% | +75.8% | -133.3% | -49.1% |
| All | -99.3% | +159.4% | -258.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling