-88.4%
MSTU vs ZBRA
-3.0%
-85.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.6% |
| 7D | -22.0% | -3.8% | -18.2% | -18.7% |
| 30D | +60.3% | -10.2% | +70.5% | +79.8% |
| 3M | -3.7% | +58.7% | -62.4% | -47.1% |
| 6M | -45.2% | +61.9% | -107.1% | -72.8% |
| YTD | -64.3% | +41.7% | -106.0% | -79.0% |
| 1Y | -94.0% | +12.4% | -106.4% | -95.0% |
| All | -88.4% | -3.0% | -85.3% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling