+58.3%
MTZ vs MSTU
-91.8%
+150.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.9% | +10.8% | -1.0% |
| 7D | +16.5% | -23.0% | +39.5% | +19.0% |
| 30D | -10.2% | -47.7% | +37.5% | -5.9% |
| 3M | -34.2% | +12.5% | -46.7% | -37.5% |
| 6M | -56.0% | -76.1% | +20.1% | -52.6% |
| YTD | -14.8% | -75.5% | +60.6% | -12.5% |
| 1Y | -7.2% | -90.1% | +82.8% | +3.1% |
| All | +58.3% | -91.8% | +150.1% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling