-88.0%
MSTU vs ZBRA
-1.2%
-86.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.7% | +1.7% |
| 7D | -16.6% | -3.4% | -13.2% | -13.3% |
| 30D | +69.7% | -7.4% | +77.1% | +84.5% |
| 3M | -7.5% | +57.5% | -65.0% | -48.6% |
| 6M | -43.1% | +64.0% | -107.1% | -72.0% |
| YTD | -63.0% | +44.3% | -107.3% | -78.7% |
| 1Y | -93.8% | +10.9% | -104.7% | -94.7% |
| All | -88.0% | -1.2% | -86.7% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling