-87.2%
MSTU vs ZCMD
-99.9%
+12.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.0% | +13.3% | +10.5% |
| 7D | -4.8% | -13.3% | +8.5% | -4.0% |
| 30D | -29.6% | -49.6% | +20.1% | -26.7% |
| 3M | +69.4% | -54.6% | +124.0% | +76.0% |
| 6M | -62.2% | -99.8% | +37.5% | -49.5% |
| YTD | -61.1% | -99.9% | +38.8% | -41.0% |
| 1Y | -87.2% | -99.9% | +12.8% | -82.0% |
| All | -87.2% | -99.9% | +12.7% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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