+244.9%
AG vs MSTZ
-99.1%
+344.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.6% | -11.5% | -4.2% |
| 7D | -5.8% | +24.8% | -30.6% | -3.5% |
| 30D | +6.4% | -59.2% | +65.6% | -0.4% |
| 3M | +28.4% | -56.9% | +85.2% | +24.0% |
| 6M | -24.5% | -57.6% | +33.1% | -24.7% |
| YTD | +21.2% | -73.6% | +94.8% | +20.4% |
| 1Y | +114.1% | -15.6% | +129.7% | +134.4% |
| All | +244.9% | -99.1% | +344.0% | +242.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling