+29.2%
ALL vs MSTZ
-54.5%
+83.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.2% |
| 7D | +5.0% | +30.8% | -25.7% | +3.9% |
| 30D | +13.3% | +41.2% | -27.9% | +11.4% |
| 3M | +3.2% | -60.9% | +64.1% | +5.5% |
| 6M | +25.3% | -15.7% | +41.0% | +21.9% |
| YTD | +30.5% | -75.2% | +105.7% | +30.5% |
| 1Y | +29.2% | -59.8% | +89.0% | +27.6% |
| All | +29.2% | -54.5% | +83.7% | +27.6% |
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