-99.3%
MSTZ vs TRU
-16.2%
-83.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +7.4% |
| 7D | +4.3% | +4.9% | -0.6% | +9.9% |
| 30D | +30.2% | +26.9% | +3.2% | +71.4% |
| 3M | -66.9% | +4.0% | -70.9% | -63.6% |
| 6M | -26.3% | +15.8% | -42.2% | -8.9% |
| YTD | -80.1% | -2.6% | -77.5% | -77.8% |
| 1Y | -57.5% | +3.9% | -61.3% | -48.9% |
| All | -99.3% | -16.2% | -83.1% | -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