-86.8%
MSTU vs ZCMD
-99.9%
+13.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -8.6% |
| 7D | +16.1% | -1.4% | +17.5% | +16.1% |
| 30D | +68.7% | -21.6% | +90.2% | +69.7% |
| 3M | -11.0% | -67.4% | +56.4% | -12.4% |
| 6M | -33.4% | -99.4% | +66.1% | -34.2% |
| YTD | -59.5% | -99.7% | +40.2% | -60.0% |
| 1Y | -93.4% | -99.9% | +6.5% | -93.8% |
| All | -86.8% | -99.9% | +13.1% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling