-97.0%
MSTU vs ZYBT
-58.9%
-38.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.6% |
| 7D | -16.6% | -3.7% | -12.9% | -16.6% |
| 30D | +69.7% | 0.0% | +69.7% | +69.7% |
| 3M | -7.5% | +72.2% | -79.7% | -14.6% |
| 6M | -43.1% | +103.1% | -146.3% | -50.3% |
| YTD | -63.0% | +34.8% | -97.8% | -66.1% |
| 1Y | -93.8% | -83.2% | -10.6% | -93.4% |
| All | -97.0% | -58.9% | -38.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling