-86.8%
MSTU vs Z
-48.7%
-38.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.4% | -2.2% | -2.0% |
| 7D | +16.1% | -3.3% | +19.4% | +20.9% |
| 30D | +68.7% | -3.7% | +72.4% | +76.2% |
| 3M | -11.0% | -7.0% | -4.0% | -6.2% |
| 6M | -33.4% | -29.5% | -3.9% | -5.1% |
| YTD | -59.5% | -52.6% | -6.9% | -10.3% |
| 1Y | -93.4% | -64.0% | -29.4% | -79.7% |
| All | -86.8% | -48.7% | -38.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling