-87.5%
MSTU vs MSTZ
-99.2%
+11.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | 0.0% |
| 7D | +12.9% | -23.6% | +36.5% | -0.6% |
| 30D | +68.3% | -60.7% | +129.1% | -2.5% |
| 3M | +0.4% | -58.3% | +58.6% | -8.5% |
| 6M | -41.5% | -60.0% | +18.5% | -16.9% |
| YTD | -61.7% | -75.2% | +13.5% | -23.0% |
| 1Y | -93.7% | -19.9% | -73.8% | -34.1% |
| All | -87.5% | -99.2% | +11.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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