+330.2%
AU vs MSTZ
-99.2%
+429.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -0.6% |
| 7D | -0.3% | -25.4% | +25.1% | -1.5% |
| 30D | +12.8% | -60.9% | +73.6% | +8.3% |
| 3M | +28.5% | -54.2% | +82.6% | +25.9% |
| 6M | +4.8% | -65.0% | +69.8% | +3.4% |
| YTD | +31.0% | -76.5% | +107.5% | +29.0% |
| 1Y | +81.4% | -23.4% | +104.8% | +85.1% |
| All | +330.2% | -99.2% | +429.4% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling