-9.9%
AS vs MSTZ
-29.7%
+19.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +17.7% | -20.0% | -1.7% |
| 7D | +7.1% | +13.4% | -6.2% | +7.7% |
| 30D | +12.8% | +37.5% | -24.7% | +14.3% |
| 3M | -14.7% | -69.9% | +55.2% | -16.4% |
| 6M | -9.9% | -32.0% | +22.0% | -4.4% |
| All | -9.9% | -29.7% | +19.8% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling