+109.3%
AS vs MSTZ
-99.3%
+208.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.6% |
| 7D | -3.0% | +31.0% | -34.0% | -0.6% |
| 30D | +9.6% | +34.0% | -24.4% | +13.2% |
| 3M | -8.2% | -67.7% | +59.5% | -13.9% |
| 6M | -9.9% | -14.9% | +5.0% | -4.2% |
| YTD | -16.8% | -79.1% | +62.3% | -18.0% |
| 1Y | +3.0% | -58.9% | +61.9% | +10.0% |
| All | +109.3% | -99.3% | +208.6% | +84.6% |
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 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