-92.7%
MSTU vs ZBRA
+18.2%
-110.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -4.1% |
| 7D | +21.3% | +1.8% | +19.6% | +20.3% |
| 30D | +90.8% | -1.7% | +92.5% | +93.2% |
| 3M | -6.8% | +47.8% | -54.5% | -31.4% |
| 6M | -39.8% | +56.7% | -96.6% | -59.5% |
| YTD | -55.7% | +49.4% | -105.1% | -69.2% |
| 1Y | -92.7% | +16.5% | -109.2% | -93.1% |
| All | -92.7% | +18.2% | -110.8% | -93.1% |
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