+64.6%
BAC vs MSTZ
-99.2%
+163.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.2% |
| 7D | +1.2% | -25.4% | +26.5% | +0.4% |
| 30D | -0.7% | -60.9% | +60.1% | -3.6% |
| 3M | +16.9% | -54.2% | +71.1% | +15.4% |
| 6M | +29.6% | -65.0% | +94.6% | +27.5% |
| YTD | +15.3% | -76.5% | +91.8% | +13.7% |
| 1Y | +28.8% | -23.4% | +52.2% | +36.5% |
| All | +64.6% | -99.2% | +163.8% | +39.7% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling