+35.4%
AR vs MSTZ
-99.4%
+134.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -14.3% | -1.2% | -13.0% | -14.2% |
| 30D | +1.4% | +22.2% | -20.7% | +2.6% |
| 3M | +3.4% | -70.4% | +73.8% | -0.9% |
| 6M | -2.1% | -31.0% | +28.9% | +0.7% |
| YTD | +4.7% | -81.0% | +85.8% | +3.1% |
| 1Y | +10.6% | -61.2% | +71.7% | +15.9% |
| All | +35.4% | -99.4% | +134.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling