-11.0%
MSTU vs ZBH
+8.1%
-19.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -12.9% |
| 7D | +16.1% | -5.2% | +21.4% | +9.0% |
| 30D | +68.7% | -2.4% | +71.1% | +63.0% |
| 3M | -11.0% | +8.3% | -19.2% | -5.9% |
| All | -11.0% | +8.1% | -19.1% | -5.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling