-88.0%
MSTU vs ZCMD
-99.9%
+12.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.1% | +10.6% | +3.8% |
| 7D | -16.6% | -5.4% | -11.2% | -16.5% |
| 30D | +69.7% | -24.8% | +94.5% | +71.0% |
| 3M | -7.5% | -62.8% | +55.3% | -9.3% |
| 6M | -43.1% | -99.5% | +56.4% | -43.7% |
| YTD | -63.0% | -99.8% | +36.7% | -63.5% |
| 1Y | -93.8% | -99.9% | +6.1% | -94.2% |
| All | -88.0% | -99.9% | +12.0% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling