+31.4%
CORZ vs MSTU
-92.8%
+124.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | +8.4% | +21.3% | -13.0% | +4.2% |
| 30D | -17.8% | +90.8% | -108.6% | -27.6% |
| 3M | -35.9% | -6.8% | -29.1% | -37.2% |
| 6M | +12.9% | -39.8% | +52.8% | +15.2% |
| YTD | +22.9% | -55.7% | +78.6% | +25.2% |
| 1Y | +31.4% | -92.7% | +124.0% | +83.6% |
| All | +31.4% | -92.8% | +124.1% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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