-30.2%
MSTZ vs TRU
-7.3%
-22.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | -1.2% |
| 7D | -29.7% | -6.8% | -23.0% | -31.8% |
| 30D | -65.3% | 0.0% | -65.3% | -64.5% |
| 3M | -57.3% | +13.3% | -70.6% | -53.0% |
| 6M | -61.6% | +3.4% | -65.1% | -59.7% |
| YTD | -78.3% | -6.4% | -71.9% | -75.4% |
| 1Y | -30.2% | -9.7% | -20.6% | -20.1% |
| All | -30.2% | -7.3% | -22.9% | -20.1% |
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