-92.7%
MSTU vs STZ
-10.2%
-82.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.4% |
| 7D | +21.3% | -1.9% | +23.3% | +20.6% |
| 30D | +90.8% | -1.9% | +92.7% | +89.2% |
| 3M | -6.8% | -6.2% | -0.5% | -8.6% |
| 6M | -39.8% | -14.0% | -25.8% | -42.1% |
| YTD | -55.7% | -5.1% | -50.6% | -65.8% |
| 1Y | -92.7% | -9.6% | -83.1% | -93.7% |
| All | -92.7% | -10.2% | -82.5% | -93.7% |
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