+5.7%
CORZ vs MSTU
-90.1%
+95.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.1% | +13.2% | +9.1% |
| 7D | +1.7% | -9.3% | +11.0% | +3.2% |
| 30D | -17.5% | -38.3% | +20.8% | -10.6% |
| 3M | -39.5% | +24.0% | -63.5% | -44.4% |
| 6M | -44.5% | -72.1% | +27.6% | -36.1% |
| YTD | -12.6% | -70.2% | +57.6% | -8.2% |
| 1Y | -37.0% | -89.6% | +52.6% | -20.1% |
| All | +5.7% | -90.1% | +95.8% | +16.5% |
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