-87.2%
MSTU vs STZ
+14.7%
-101.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.3% | +5.0% | +13.6% |
| 7D | -4.8% | +13.0% | -17.8% | +3.5% |
| 30D | -29.6% | +29.4% | -59.0% | -16.1% |
| 3M | +69.4% | +11.6% | +57.8% | +85.9% |
| 6M | -62.2% | -0.2% | -62.0% | -60.4% |
| YTD | -61.1% | +8.6% | -69.6% | -66.6% |
| 1Y | -87.2% | +15.9% | -103.1% | -89.1% |
| All | -87.2% | +14.7% | -101.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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