-99.3%
MSTZ vs EXEL
+155.6%
-254.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.1% |
| 7D | +31.0% | -2.8% | +33.8% | +30.3% |
| 30D | +34.0% | +18.2% | +15.8% | +40.5% |
| 3M | -67.7% | +37.7% | -105.4% | -64.5% |
| 6M | -14.9% | +42.2% | -57.2% | -5.7% |
| YTD | -79.1% | +61.3% | -140.4% | -75.4% |
| 1Y | -58.9% | +64.5% | -123.4% | -51.4% |
| All | -99.3% | +155.6% | -254.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling