-91.0%
MSTU vs Z
-54.1%
-36.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -1.9% |
| 7D | -21.7% | -6.5% | -15.3% | -15.6% |
| 30D | -42.8% | -0.1% | -42.7% | -44.0% |
| 3M | +21.4% | -14.1% | +35.6% | +39.1% |
| 6M | -74.1% | -30.1% | -44.0% | -64.0% |
| YTD | -72.4% | -57.5% | -14.9% | -33.2% |
| 1Y | -90.1% | -60.3% | -29.8% | -73.9% |
| All | -91.0% | -54.1% | -36.9% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling