-32.0%
MSTZ vs EXPD
+27.5%
-59.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.5% | +22.2% | +13.3% |
| 7D | +13.4% | -4.8% | +18.2% | +9.2% |
| 30D | +37.5% | -1.5% | +39.1% | +36.5% |
| 3M | -69.9% | +4.1% | -74.1% | -69.1% |
| 6M | -32.0% | +24.0% | -56.0% | -22.4% |
| All | -32.0% | +27.5% | -59.5% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling