+15.5%
ADP vs MSTZ
-99.4%
+114.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +3.2% | -1.2% | +4.5% | +3.2% |
| 30D | +14.9% | +22.2% | -7.3% | +15.3% |
| 3M | +11.6% | -70.4% | +82.0% | +10.5% |
| 6M | +48.5% | -31.0% | +79.5% | +49.1% |
| YTD | +20.6% | -81.0% | +101.6% | +19.7% |
| 1Y | +23.7% | -61.2% | +84.9% | +24.8% |
| All | +15.5% | -99.4% | +114.9% | +16.6% |
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 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