-86.8%
MSTU vs ZBH
-9.5%
-77.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -8.9% |
| 7D | +16.1% | -5.2% | +21.4% | +15.7% |
| 30D | +68.7% | -2.4% | +71.1% | +68.1% |
| 3M | -11.0% | +8.3% | -19.2% | -11.8% |
| 6M | -33.4% | +0.7% | -34.0% | -32.8% |
| YTD | -59.5% | +5.3% | -64.9% | -59.5% |
| 1Y | -93.4% | -9.1% | -84.3% | -93.1% |
| All | -86.8% | -9.5% | -77.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling