-65.1%
MSTZ vs TRU
+2.1%
-67.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.6% | -14.1% | -6.6% |
| 7D | +0.7% | +10.5% | -9.8% | +7.7% |
| 30D | +16.6% | +28.7% | -12.1% | +41.1% |
| 3M | -74.7% | +0.7% | -75.3% | -73.3% |
| 6M | -43.9% | +19.3% | -63.2% | -34.5% |
| YTD | -84.0% | -3.7% | -80.3% | -80.1% |
| 1Y | -65.1% | +3.4% | -68.5% | -59.1% |
| All | -65.1% | +2.1% | -67.2% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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