+16.3%
ADP vs MSTZ
-99.3%
+115.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.6% | -6.5% | +1.2% |
| 7D | +3.2% | +21.1% | -17.9% | +3.4% |
| 30D | +12.8% | +40.1% | -27.3% | +13.3% |
| 3M | +12.3% | -66.1% | +78.4% | +11.4% |
| 6M | +45.4% | -20.7% | +66.1% | +46.2% |
| YTD | +21.4% | -78.6% | +100.0% | +20.7% |
| 1Y | +23.7% | -55.5% | +79.2% | +25.0% |
| All | +16.3% | -99.3% | +115.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling