-99.3%
MSTZ vs TRU
-18.2%
-81.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | -1.4% |
| 7D | -1.2% | +5.7% | -6.9% | +5.1% |
| 30D | +22.2% | +29.2% | -7.0% | +64.5% |
| 3M | -70.4% | +2.7% | -73.1% | -67.8% |
| 6M | -31.0% | +15.2% | -46.2% | -15.1% |
| YTD | -81.0% | -4.9% | -76.2% | -79.3% |
| 1Y | -61.2% | +3.4% | -64.6% | -53.1% |
| All | -99.3% | -18.2% | -81.2% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling