-93.8%
MSTU vs ZBH
-7.7%
-86.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.4% | +4.0% |
| 7D | -16.6% | -4.7% | -11.9% | -18.4% |
| 30D | +69.7% | -4.5% | +74.2% | +66.3% |
| 3M | -7.5% | +7.6% | -15.1% | -5.3% |
| 6M | -43.1% | +0.3% | -43.4% | -41.9% |
| YTD | -63.0% | +4.5% | -67.6% | -61.3% |
| 1Y | -93.8% | -9.4% | -84.4% | -93.2% |
| All | -93.8% | -7.7% | -86.1% | -93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling