+262.5%
AG vs MSTZ
-99.2%
+361.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +2.6% |
| 7D | -0.1% | -23.6% | +23.5% | -2.0% |
| 30D | +12.5% | -60.7% | +73.2% | +4.8% |
| 3M | +28.2% | -58.3% | +86.4% | +23.3% |
| 6M | -18.8% | -60.0% | +41.2% | -19.6% |
| YTD | +27.4% | -75.2% | +102.6% | +25.6% |
| 1Y | +132.2% | -19.9% | +152.1% | +152.7% |
| All | +262.5% | -99.2% | +361.7% | +257.6% |
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