-92.7%
MSTU vs ZCMD
-99.9%
+7.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.9% |
| 7D | +21.3% | -8.0% | +29.4% | +21.8% |
| 30D | +90.8% | -27.9% | +118.7% | +93.8% |
| 3M | -6.8% | -74.6% | +67.8% | -6.6% |
| 6M | -39.8% | -99.5% | +59.6% | -27.1% |
| YTD | -55.7% | -99.7% | +44.1% | -35.5% |
| 1Y | -92.7% | -99.9% | +7.2% | -88.0% |
| All | -92.7% | -99.9% | +7.2% | -88.0% |
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