-99.4%
MSTZ vs EXPD
+63.3%
-162.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.2% | -6.3% | -11.7% |
| 7D | +0.7% | +0.3% | +0.5% | +0.8% |
| 30D | +16.6% | +1.8% | +14.8% | +18.1% |
| 3M | -74.7% | +8.9% | -83.6% | -72.9% |
| 6M | -43.9% | +42.2% | -86.1% | -28.8% |
| YTD | -84.0% | +33.4% | -117.4% | -80.0% |
| 1Y | -65.1% | +47.2% | -112.3% | -52.7% |
| All | -99.4% | +63.3% | -162.7% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling