+244.8%
ASX vs MSTZ
-99.4%
+344.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.7% | +6.5% |
| 7D | -19.9% | -1.2% | -18.7% | -19.5% |
| 30D | -30.9% | +22.2% | -53.1% | -28.8% |
| 3M | -15.1% | -70.4% | +55.3% | -18.8% |
| 6M | -6.5% | -31.0% | +24.5% | -2.8% |
| YTD | +98.4% | -81.0% | +179.5% | +97.7% |
| 1Y | +107.9% | -61.2% | +169.0% | +119.8% |
| All | +244.8% | -99.4% | +344.1% | +223.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling