+333.7%
ASX vs MSTZ
-99.2%
+432.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.2% | -2.1% | +6.6% |
| 7D | +6.3% | -25.4% | +31.7% | +4.7% |
| 30D | +6.4% | -60.9% | +67.3% | +1.1% |
| 3M | +13.1% | -54.2% | +67.3% | +10.6% |
| 6M | +90.3% | -65.0% | +155.3% | +86.5% |
| YTD | +149.6% | -76.5% | +226.1% | +146.0% |
| 1Y | +249.2% | -23.4% | +272.6% | +280.7% |
| All | +333.7% | -99.2% | +432.9% | +301.9% |
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