+47.9%
AR vs MSTZ
-99.3%
+147.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.6% |
| 7D | +2.5% | -29.7% | +32.2% | +1.2% |
| 30D | +14.8% | -65.3% | +80.1% | +10.1% |
| 3M | +6.2% | -57.3% | +63.6% | +4.5% |
| 6M | +4.3% | -61.6% | +65.9% | +3.2% |
| YTD | +14.4% | -78.3% | +92.6% | +12.4% |
| 1Y | +21.3% | -30.2% | +51.6% | +32.8% |
| All | +47.9% | -99.3% | +147.1% | +28.2% |
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 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