-2.2%
CORZ vs MSTU
-89.5%
+87.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.8% | +3.6% |
| 7D | -11.2% | -4.3% | -7.0% | -10.7% |
| 30D | -26.2% | -34.6% | +8.4% | -20.8% |
| 3M | -44.1% | +39.0% | -83.2% | -49.7% |
| 6M | -52.3% | -70.5% | +18.3% | -45.5% |
| YTD | -19.2% | -68.6% | +49.4% | -15.8% |
| 1Y | -42.9% | -88.6% | +45.8% | -28.7% |
| All | -2.2% | -89.5% | +87.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling