-38.2%
MSTU vs ZBH
+1.8%
-40.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -10.3% |
| 7D | +16.1% | -5.2% | +21.4% | +13.3% |
| 30D | +68.7% | -2.4% | +71.1% | +66.2% |
| 3M | -11.0% | +8.3% | -19.2% | -11.0% |
| All | -38.2% | +1.8% | -40.0% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling