+111.1%
B vs MSTZ
-99.4%
+210.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.6% |
| 7D | +9.6% | -1.2% | +10.8% | +9.7% |
| 30D | +3.5% | +22.2% | -18.7% | +5.4% |
| 3M | -1.6% | -70.4% | +68.8% | -5.2% |
| 6M | -1.7% | -31.0% | +29.3% | -0.4% |
| YTD | -5.3% | -81.0% | +75.7% | -6.4% |
| 1Y | +27.2% | -61.2% | +88.4% | +28.3% |
| All | +111.1% | -99.4% | +210.4% | +119.9% |
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