-99.2%
MSTZ vs EXEL
+113.3%
-212.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -29.7% | +8.4% | -38.1% | -28.1% |
| 30D | -65.3% | +4.1% | -69.4% | -64.6% |
| 3M | -57.3% | +12.4% | -69.8% | -55.7% |
| 6M | -61.6% | +41.5% | -103.2% | -57.3% |
| YTD | -78.3% | +34.6% | -112.9% | -75.7% |
| 1Y | -30.2% | +57.9% | -88.1% | -19.3% |
| All | -99.2% | +113.3% | -212.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling