-94.0%
MSTU vs Z
-64.6%
-29.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.8% | -4.0% | -4.4% |
| 7D | -22.0% | -11.6% | -10.4% | -13.0% |
| 30D | +60.3% | -8.5% | +68.8% | +74.5% |
| 3M | -3.7% | -7.9% | +4.2% | +3.0% |
| 6M | -45.2% | -29.1% | -16.1% | -25.6% |
| YTD | -64.3% | -54.2% | -10.1% | -31.0% |
| 1Y | -94.0% | -63.5% | -30.5% | -85.9% |
| All | -94.0% | -64.6% | -29.4% | -85.9% |
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