-87.5%
MSTU vs Z
-49.1%
-38.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -4.7% |
| 7D | +12.9% | -7.1% | +20.0% | +22.7% |
| 30D | +68.3% | -4.8% | +73.1% | +78.0% |
| 3M | +0.4% | -9.3% | +9.7% | +9.3% |
| 6M | -41.5% | -29.0% | -12.5% | -17.3% |
| YTD | -61.7% | -52.9% | -8.8% | -14.5% |
| 1Y | -93.7% | -63.1% | -30.5% | -81.2% |
| All | -87.5% | -49.1% | -38.5% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling