-88.0%
MSTU vs AZO
-7.1%
-80.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | -16.6% | -3.6% | -13.0% | -15.5% |
| 30D | +69.7% | -5.6% | +75.3% | +72.6% |
| 3M | -7.5% | -6.6% | -0.8% | -6.3% |
| 6M | -43.1% | -22.5% | -20.6% | -36.2% |
| YTD | -63.0% | -15.2% | -47.9% | -59.3% |
| 1Y | -93.8% | -33.9% | -59.8% | -92.0% |
| All | -88.0% | -7.1% | -80.8% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling