-85.6%
MSTU vs STZ
-46.7%
-38.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +21.3% | -1.9% | +23.3% | +21.6% |
| 30D | +90.8% | -1.9% | +92.7% | +90.6% |
| 3M | -6.8% | -6.2% | -0.5% | -6.7% |
| 6M | -39.8% | -14.0% | -25.8% | -38.7% |
| YTD | -55.7% | -5.1% | -50.6% | -59.4% |
| 1Y | -92.7% | -9.6% | -83.1% | -93.0% |
| All | -85.6% | -46.7% | -38.8% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling