-99.3%
MSTZ vs EXEL
+151.5%
-250.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.1% |
| 7D | -1.2% | +0.3% | -1.5% | -0.9% |
| 30D | +22.2% | +19.0% | +3.1% | +28.4% |
| 3M | -70.4% | +33.3% | -103.7% | -67.8% |
| 6M | -31.0% | +42.9% | -73.9% | -23.1% |
| YTD | -81.0% | +58.7% | -139.8% | -77.8% |
| 1Y | -61.2% | +70.5% | -131.7% | -53.9% |
| All | -99.3% | +151.5% | -250.9% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling