-0.5%
AGG vs MSTZ
-63.1%
+62.6%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.0% | +0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +2.4% | +16.6% | -14.2% | +2.5% |
| 3M | -1.0% | -74.7% | +73.7% | -1.4% |
| 6M | -0.9% | -43.9% | +43.0% | -0.9% |
| YTD | -0.9% | -84.0% | +83.1% | -0.9% |
| 1Y | -0.5% | -65.1% | +64.6% | -0.4% |
| All | -0.5% | -63.1% | +62.6% | -0.4% |
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