-99.2%
MSTZ vs EXPD
+55.9%
-155.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +3.2% |
| 7D | -29.7% | -1.1% | -28.6% | -30.1% |
| 30D | -65.3% | +4.1% | -69.4% | -64.3% |
| 3M | -57.3% | +17.9% | -75.2% | -52.3% |
| 6M | -61.6% | +29.2% | -90.9% | -54.8% |
| YTD | -78.3% | +27.4% | -105.6% | -73.9% |
| 1Y | -30.2% | +56.8% | -87.1% | -0.9% |
| All | -99.2% | +55.9% | -155.2% | -98.7% |
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