-7.7%
ADP vs MSTZ
-24.0%
+16.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.2% | -11.7% | -3.4% |
| 7D | -5.5% | -25.4% | +19.9% | -5.6% |
| 30D | -1.2% | -60.9% | +59.6% | -1.5% |
| 3M | +17.9% | -54.2% | +72.0% | +17.3% |
| 6M | +20.3% | -65.0% | +85.3% | +18.7% |
| YTD | +5.8% | -76.5% | +82.3% | +4.8% |
| 1Y | -7.7% | -23.4% | +15.7% | -6.7% |
| All | -7.7% | -24.0% | +16.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling