+95.6%
B vs MSTZ
-99.2%
+194.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.4% |
| 7D | -7.3% | +30.8% | -38.1% | -5.8% |
| 30D | -3.3% | +41.2% | -44.5% | -0.7% |
| 3M | -7.8% | -60.9% | +53.1% | -9.7% |
| 6M | -15.5% | -15.7% | +0.1% | -13.3% |
| YTD | -12.3% | -75.2% | +63.0% | -11.8% |
| 1Y | +5.4% | -59.8% | +65.2% | +7.5% |
| All | +95.6% | -99.2% | +194.8% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling