-99.2%
MSTZ vs EXEL
+155.2%
-254.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +7.2% |
| 7D | +21.1% | -2.4% | +23.5% | +20.6% |
| 30D | +40.1% | +17.9% | +22.2% | +46.9% |
| 3M | -66.1% | +33.3% | -99.4% | -63.1% |
| 6M | -20.7% | +46.6% | -67.3% | -11.3% |
| YTD | -78.6% | +61.0% | -139.6% | -74.8% |
| 1Y | -55.5% | +70.4% | -125.9% | -47.1% |
| All | -99.2% | +155.2% | -254.4% | -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 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