-59.8%
MSTZ vs EXEL
+60.1%
-119.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.3% |
| 7D | +30.8% | -0.8% | +31.6% | +30.3% |
| 30D | +41.2% | +13.1% | +28.1% | +49.8% |
| 3M | -60.9% | +36.3% | -97.2% | -54.5% |
| 6M | -15.7% | +34.5% | -50.2% | -2.7% |
| YTD | -75.2% | +57.4% | -132.6% | -65.2% |
| 1Y | -59.8% | +62.9% | -122.7% | -42.8% |
| All | -59.8% | +60.1% | -119.9% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling