-20.1%
AS vs MSTZ
-63.6%
+43.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.7% |
| 7D | -4.9% | -29.7% | +24.8% | -6.3% |
| 30D | -19.6% | -65.3% | +45.7% | -24.2% |
| 3M | -14.4% | -57.3% | +43.0% | -14.4% |
| 6M | -20.1% | -61.6% | +41.5% | -21.8% |
| All | -20.1% | -63.6% | +43.5% | -21.8% |
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