+88.6%
AG vs MSTZ
-18.6%
+107.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.8% | -3.4% |
| 7D | -6.7% | +17.0% | -23.8% | -4.6% |
| 30D | +2.2% | -61.8% | +64.0% | -7.8% |
| 3M | +15.7% | -54.6% | +70.3% | +10.8% |
| 6M | -23.8% | -59.3% | +35.5% | -24.4% |
| YTD | +17.6% | -74.6% | +92.2% | +13.3% |
| 1Y | +88.6% | -18.8% | +107.4% | +84.6% |
| All | +88.6% | -18.6% | +107.2% | +84.6% |
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 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