-18.5%
AMRZ vs MSTZ
-38.3%
+19.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +15.1% | +22.2% | -7.1% | +15.7% |
| 3M | -18.1% | -70.4% | +52.3% | -19.1% |
| 6M | -23.5% | -31.0% | +7.5% | -21.8% |
| YTD | -21.6% | -81.0% | +59.4% | -22.6% |
| 1Y | -14.7% | -61.2% | +46.4% | -14.7% |
| All | -18.5% | -38.3% | +19.8% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling