+110.9%
AS vs MSTZ
-99.4%
+210.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +17.7% | -20.0% | -0.8% |
| 7D | +7.1% | +13.4% | -6.2% | +8.6% |
| 30D | +12.8% | +37.5% | -24.7% | +17.0% |
| 3M | -14.7% | -69.9% | +55.2% | -20.5% |
| 6M | -9.9% | -32.0% | +22.0% | -6.2% |
| YTD | -16.1% | -81.2% | +65.1% | -18.2% |
| 1Y | +0.2% | -56.1% | +56.2% | +8.2% |
| All | +110.9% | -99.4% | +210.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling