-45.2%
MSTU vs ZYBT
+105.2%
-150.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -6.8% |
| 7D | -22.0% | -2.5% | -19.6% | -22.0% |
| 30D | +60.3% | -1.2% | +61.5% | +60.3% |
| 3M | -3.7% | +76.7% | -80.4% | -9.1% |
| 6M | -45.2% | +103.6% | -148.8% | -48.5% |
| All | -45.2% | +105.2% | -150.3% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling