-76.1%
MSTU vs STZ
+2.9%
-79.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.3% | -13.2% | -12.7% |
| 7D | -23.0% | 0.0% | -23.0% | -22.9% |
| 30D | -47.7% | +14.7% | -62.4% | -40.5% |
| 3M | +12.5% | +8.8% | +3.7% | +24.5% |
| 6M | -76.1% | +3.1% | -79.1% | -75.0% |
| All | -76.1% | +2.9% | -79.0% | -75.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling