-99.1%
MSTZ vs TRU
-18.2%
-81.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +5.1% |
| 7D | +30.8% | 0.0% | +30.7% | +30.9% |
| 30D | +41.2% | +21.3% | +19.9% | +77.4% |
| 3M | -60.9% | +0.2% | -61.1% | -58.6% |
| 6M | -15.7% | +22.4% | -38.1% | +12.3% |
| YTD | -75.2% | -4.8% | -70.4% | -72.9% |
| 1Y | -59.8% | -0.2% | -59.6% | -53.8% |
| All | -99.1% | -18.2% | -81.0% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling