+316.6%
AU vs MSTZ
-99.1%
+415.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.3% |
| 7D | -4.3% | +17.0% | -21.3% | -3.2% |
| 30D | +7.3% | -61.8% | +69.1% | +3.0% |
| 3M | +26.3% | -54.6% | +80.9% | +23.9% |
| 6M | +1.8% | -59.3% | +61.0% | +1.1% |
| YTD | +26.8% | -74.6% | +101.4% | +25.6% |
| 1Y | +66.7% | -18.8% | +85.5% | +70.9% |
| All | +316.6% | -99.1% | +415.8% | +332.7% |
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