+7.3%
A vs MSTZ
-99.2%
+106.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.2% | -10.8% | -2.4% |
| 7D | -2.1% | -25.4% | +23.3% | -2.6% |
| 30D | +0.6% | -60.9% | +61.5% | -1.4% |
| 3M | +10.9% | -54.2% | +65.1% | +10.1% |
| 6M | +28.2% | -65.0% | +93.1% | +26.9% |
| YTD | +8.6% | -76.5% | +85.1% | +7.9% |
| 1Y | +15.5% | -23.4% | +38.9% | +21.9% |
| All | +7.3% | -99.2% | +106.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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