-87.5%
MSTU vs ZBRA
-2.8%
-84.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.2% |
| 7D | +12.9% | -1.8% | +14.7% | +15.7% |
| 30D | +68.3% | -8.8% | +77.1% | +85.7% |
| 3M | +0.4% | +47.2% | -46.9% | -39.8% |
| 6M | -41.5% | +61.3% | -102.8% | -70.8% |
| YTD | -61.7% | +42.0% | -103.7% | -77.6% |
| 1Y | -93.7% | +10.5% | -104.1% | -94.6% |
| All | -87.5% | -2.8% | -84.7% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling