+34.6%
BAC vs MSTZ
-99.2%
+133.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.2% |
| 7D | +3.2% | +30.8% | -27.5% | +4.3% |
| 30D | -0.7% | +41.2% | -41.9% | +1.0% |
| 3M | -20.0% | -60.9% | +40.9% | -21.5% |
| 6M | +3.4% | -15.7% | +19.1% | +6.2% |
| YTD | -5.7% | -75.2% | +69.5% | -5.9% |
| 1Y | -1.4% | -59.8% | +58.3% | +1.2% |
| All | +34.6% | -99.2% | +133.8% | +15.6% |
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