-88.4%
MSTU vs ZBH
-11.2%
-77.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.5% | -6.9% |
| 7D | -22.0% | -6.6% | -15.5% | -22.3% |
| 30D | +60.3% | -4.9% | +65.2% | +59.6% |
| 3M | -3.7% | +5.1% | -8.8% | -4.6% |
| 6M | -45.2% | +1.3% | -46.5% | -44.9% |
| YTD | -64.3% | +3.4% | -67.7% | -64.3% |
| 1Y | -94.0% | -8.7% | -85.3% | -93.9% |
| All | -88.4% | -11.2% | -77.2% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling