+11.8%
BA vs MSTZ
-99.3%
+111.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +1.0% |
| 7D | 0.0% | +21.1% | -21.1% | +1.4% |
| 30D | -8.9% | +40.1% | -49.0% | -6.5% |
| 3M | -25.5% | -66.1% | +40.6% | -28.5% |
| 6M | -27.0% | -20.7% | -6.2% | -24.3% |
| YTD | -20.1% | -78.6% | +58.5% | -20.6% |
| 1Y | -11.0% | -55.5% | +44.5% | -6.6% |
| All | +11.8% | -99.3% | +111.1% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling