-92.7%
MSTU vs Z
-58.8%
-33.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -1.4% |
| 7D | +21.3% | -3.0% | +24.3% | +25.0% |
| 30D | +90.8% | -4.2% | +95.0% | +97.8% |
| 3M | -6.8% | -3.7% | -3.1% | -4.4% |
| 6M | -39.8% | -24.5% | -15.3% | -23.2% |
| YTD | -55.7% | -49.3% | -6.4% | -22.2% |
| 1Y | -92.7% | -58.7% | -34.0% | -84.8% |
| All | -92.7% | -58.8% | -33.8% | -84.8% |
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