-61.2%
MSTZ vs EXPD
+35.2%
-96.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | -0.4% |
| 7D | -1.2% | -7.2% | +5.9% | -4.6% |
| 30D | +22.2% | -3.3% | +25.5% | +20.4% |
| 3M | -70.4% | +3.4% | -73.8% | -69.9% |
| 6M | -31.0% | +22.7% | -53.7% | -25.5% |
| YTD | -81.0% | +24.5% | -105.6% | -79.2% |
| 1Y | -61.2% | +38.6% | -99.8% | -57.1% |
| All | -61.2% | +35.2% | -96.3% | -57.1% |
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