-14.7%
AMRZ vs MSTZ
-29.2%
+14.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -1.9% | -29.7% | +27.8% | -2.4% |
| 30D | -16.9% | -65.3% | +48.4% | -18.2% |
| 3M | -19.2% | -57.3% | +38.1% | -19.3% |
| 6M | -29.3% | -61.6% | +32.4% | -29.4% |
| YTD | -18.0% | -78.3% | +60.3% | -19.2% |
| 1Y | -15.1% | -30.2% | +15.2% | -14.3% |
| All | -14.7% | -29.2% | +14.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling