-93.7%
MSTU vs STZ
-14.3%
-79.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.3% |
| 7D | +12.9% | -6.0% | +18.9% | +10.9% |
| 30D | +68.3% | -8.9% | +77.2% | +63.3% |
| 3M | +0.4% | -12.6% | +12.9% | -3.5% |
| 6M | -41.5% | -17.2% | -24.3% | -44.5% |
| YTD | -61.7% | -10.0% | -51.7% | -70.8% |
| 1Y | -93.7% | -14.3% | -79.4% | -94.8% |
| All | -93.7% | -14.3% | -79.3% | -94.8% |
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