-88.0%
MSTU vs ZBH
-10.2%
-77.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +3.6% |
| 7D | -16.6% | -4.7% | -11.9% | -16.8% |
| 30D | +69.7% | -4.5% | +74.2% | +69.0% |
| 3M | -7.5% | +7.6% | -15.1% | -8.4% |
| 6M | -43.1% | +0.3% | -43.4% | -42.7% |
| YTD | -63.0% | +4.5% | -67.6% | -63.0% |
| 1Y | -93.8% | -9.4% | -84.4% | -93.6% |
| All | -88.0% | -10.2% | -77.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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