-15.9%
CORZ vs MSTU
-89.7%
+73.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +10.6% |
| 7D | +14.2% | -27.7% | +41.9% | +20.6% |
| 30D | -3.0% | -40.3% | +37.3% | +5.2% |
| 3M | -26.3% | +26.4% | -52.7% | -31.4% |
| 6M | -36.5% | -75.7% | +39.2% | -21.4% |
| YTD | +0.1% | -71.9% | +71.9% | +8.0% |
| 1Y | -15.9% | -89.3% | +73.4% | +13.6% |
| All | -15.9% | -89.7% | +73.8% | +13.6% |
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