+155.0%
ASX vs MSTZ
-57.2%
+212.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +6.4% |
| 7D | +0.8% | +31.0% | -30.2% | +4.2% |
| 30D | -20.4% | +34.0% | -54.4% | -16.8% |
| 3M | -2.1% | -67.7% | +65.5% | -5.4% |
| 6M | +8.2% | -14.9% | +23.1% | +15.1% |
| YTD | +137.3% | -79.1% | +216.3% | +142.5% |
| 1Y | +155.0% | -58.9% | +214.0% | +188.3% |
| All | +155.0% | -57.2% | +212.2% | +188.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling