-65.1%
MSTZ vs EXPD
+53.8%
-118.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.2% | -6.3% | -11.2% |
| 7D | +0.7% | +0.3% | +0.5% | +0.9% |
| 30D | +16.6% | +1.8% | +14.8% | +17.9% |
| 3M | -74.7% | +8.9% | -83.6% | -73.4% |
| 6M | -43.9% | +42.2% | -86.1% | -34.1% |
| YTD | -84.0% | +33.4% | -117.4% | -80.7% |
| 1Y | -65.1% | +47.2% | -112.3% | -53.5% |
| All | -65.1% | +53.8% | -118.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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