-18.3%
AMRZ vs MSTZ
-23.5%
+5.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.2% | -12.5% | -4.1% |
| 7D | -2.0% | -25.4% | +23.4% | -2.3% |
| 30D | -9.8% | -60.9% | +51.0% | -11.0% |
| 3M | -17.2% | -54.2% | +37.0% | -17.3% |
| 6M | -26.9% | -65.0% | +38.1% | -27.2% |
| YTD | -21.5% | -76.5% | +55.0% | -22.5% |
| 1Y | -22.9% | -23.4% | +0.5% | -22.0% |
| All | -18.3% | -23.5% | +5.1% | -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