+9.1%
CORZ vs MSTU
-90.8%
+99.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.3% | +10.5% | +4.5% |
| 7D | -7.8% | -21.7% | +13.9% | -4.1% |
| 30D | -14.8% | -42.8% | +28.0% | -6.5% |
| 3M | -32.5% | +21.4% | -53.9% | -37.9% |
| 6M | -42.7% | -74.1% | +31.4% | -33.2% |
| YTD | -9.8% | -72.4% | +62.6% | -4.0% |
| 1Y | -31.9% | -90.1% | +58.2% | -13.0% |
| All | +9.1% | -90.8% | +99.9% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling