-87.2%
MSTU vs AZO
-7.5%
-79.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.9% | +6.4% | +10.0% |
| 7D | -4.8% | +5.3% | -10.2% | -5.3% |
| 30D | -29.6% | +18.4% | -48.0% | -30.8% |
| 3M | +69.4% | +9.8% | +59.6% | +66.6% |
| 6M | -62.2% | -4.5% | -57.7% | -61.1% |
| YTD | -61.1% | -1.9% | -59.1% | -53.8% |
| 1Y | -87.2% | -9.5% | -77.6% | -86.0% |
| All | -87.2% | -7.5% | -79.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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