-90.3%
MSTU vs Z
-51.4%
-38.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.8% | -8.9% | -8.8% |
| 7D | -9.3% | -5.2% | -4.1% | -4.1% |
| 30D | -38.3% | +5.7% | -44.0% | -42.9% |
| 3M | +24.0% | -8.7% | +32.8% | +33.8% |
| 6M | -72.1% | -26.0% | -46.1% | -63.3% |
| YTD | -70.2% | -55.0% | -15.2% | -31.9% |
| 1Y | -89.6% | -58.0% | -31.6% | -74.2% |
| All | -90.3% | -51.4% | -38.9% | -74.5% |
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