-87.2%
MSTU vs Z
-54.2%
-33.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.4% | +0.9% | +2.9% |
| 7D | -4.8% | +10.2% | -15.0% | -12.2% |
| 30D | -29.6% | +23.7% | -53.2% | -42.6% |
| 3M | +69.4% | -6.6% | +75.9% | +77.5% |
| 6M | -62.2% | -23.0% | -39.2% | -52.4% |
| YTD | -61.1% | -50.3% | -10.8% | -28.0% |
| 1Y | -87.2% | -53.6% | -33.6% | -74.3% |
| All | -87.2% | -54.2% | -33.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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