+3.5%
B vs MSTZ
-52.7%
+56.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.8% | -15.9% | -1.8% |
| 7D | -6.2% | +25.6% | -31.8% | -3.8% |
| 30D | -6.6% | +50.6% | -57.2% | -1.4% |
| 3M | -7.9% | -64.5% | +56.6% | -13.0% |
| 6M | -16.8% | -14.0% | -2.8% | -12.5% |
| YTD | -11.7% | -76.4% | +64.7% | -11.9% |
| 1Y | +3.5% | -56.2% | +59.7% | +10.5% |
| All | +3.5% | -52.7% | +56.2% | +10.5% |
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