-36.7%
MTZ vs MSTU
-3.1%
-33.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.4% |
| 7D | -1.6% | +21.3% | -22.9% | -3.8% |
| 30D | -11.1% | +90.8% | -101.9% | -18.5% |
| 3M | -36.7% | -6.8% | -29.9% | -39.9% |
| All | -36.7% | -3.1% | -33.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3mo: compounded portfolio wealth divided by compounded MSTU 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…
3mo analysis · Full analysis span regression · Available span rolling