-86.8%
MSTU vs STZ
-49.7%
-37.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.6% | -3.0% | -7.8% |
| 7D | +16.1% | -7.4% | +23.5% | +17.5% |
| 30D | +68.7% | -10.9% | +79.5% | +71.1% |
| 3M | -11.0% | -13.4% | +2.4% | -9.5% |
| 6M | -33.4% | -16.2% | -17.2% | -32.2% |
| YTD | -59.5% | -10.4% | -49.1% | -62.6% |
| 1Y | -93.4% | -14.8% | -78.6% | -93.6% |
| All | -86.8% | -49.7% | -37.1% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling