-99.2%
MSTZ vs TRU
-19.5%
-79.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.6% | -4.1% |
| 7D | -29.7% | -6.8% | -23.0% | -33.6% |
| 30D | -65.3% | 0.0% | -65.3% | -63.9% |
| 3M | -57.3% | +13.3% | -70.6% | -48.9% |
| 6M | -61.6% | +3.4% | -65.1% | -58.6% |
| YTD | -78.3% | -6.4% | -71.9% | -77.1% |
| 1Y | -30.2% | -9.7% | -20.6% | -31.8% |
| All | -99.2% | -19.5% | -79.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling