-87.2%
MSTU vs ZBRA
+25.3%
-112.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.9% | +9.4% | +9.8% |
| 7D | -4.8% | -13.6% | +8.7% | +4.2% |
| 30D | -29.6% | -11.5% | -18.1% | -23.3% |
| 3M | +69.4% | -9.9% | +79.3% | +82.8% |
| 6M | -62.2% | +48.6% | -110.8% | -72.6% |
| YTD | -61.1% | +36.9% | -98.0% | -70.5% |
| 1Y | -87.2% | +27.7% | -114.9% | -89.3% |
| All | -87.2% | +25.3% | -112.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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