+55.3%
B vs MSTZ
-24.0%
+79.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.2% | -9.6% | -0.7% |
| 7D | +2.3% | -25.4% | +27.7% | +0.4% |
| 30D | +1.4% | -60.9% | +62.2% | -4.7% |
| 3M | +12.2% | -54.2% | +66.4% | +8.9% |
| 6M | -2.1% | -65.0% | +62.9% | -4.0% |
| YTD | +2.9% | -76.5% | +79.4% | +0.3% |
| 1Y | +55.3% | -23.4% | +78.7% | +53.2% |
| All | +55.3% | -24.0% | +79.3% | +53.2% |
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