-99.2%
MSTZ vs TRU
-21.7%
-77.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +11.0% | +5.0% |
| 7D | -25.4% | -7.2% | -18.2% | -29.8% |
| 30D | -60.9% | -2.8% | -58.1% | -60.5% |
| 3M | -54.2% | +13.0% | -67.2% | -44.8% |
| 6M | -65.0% | +0.7% | -65.7% | -63.3% |
| YTD | -76.5% | -9.0% | -67.5% | -75.9% |
| 1Y | -23.4% | -16.3% | -7.1% | -32.5% |
| All | -99.2% | -21.7% | -77.4% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling