+20.7%
CORZ vs MSTU
-92.2%
+112.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.9% |
| 7D | +23.5% | -25.8% | +49.3% | +29.9% |
| 30D | +7.5% | -43.9% | +51.3% | +18.1% |
| 3M | -26.6% | +2.9% | -29.5% | -30.4% |
| 6M | -39.5% | -75.5% | +36.0% | -28.7% |
| YTD | -0.3% | -76.7% | +76.4% | +9.3% |
| 1Y | -4.2% | -88.9% | +84.7% | +19.4% |
| All | +20.7% | -92.2% | +112.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling