-59.8%
MTZ vs MSTU
-69.7%
+9.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +11.0% | +9.6% |
| 7D | -6.4% | -4.3% | -2.2% | -6.4% |
| 30D | -22.1% | -34.6% | +12.5% | -20.1% |
| 3M | -32.7% | +39.0% | -71.7% | -38.0% |
| 6M | -59.8% | -70.5% | +10.7% | -55.9% |
| All | -59.8% | -69.7% | +9.9% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling