-88.4%
MSTU vs AZO
-7.0%
-81.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -6.4% |
| 7D | -22.0% | -2.9% | -19.1% | -21.2% |
| 30D | +60.3% | -5.3% | +65.6% | +62.9% |
| 3M | -3.7% | -7.3% | +3.6% | -2.1% |
| 6M | -45.2% | -22.7% | -22.5% | -38.4% |
| YTD | -64.3% | -15.0% | -49.3% | -60.7% |
| 1Y | -94.0% | -32.2% | -61.8% | -92.5% |
| All | -88.4% | -7.0% | -81.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling