+65.4%
BAC vs MSTZ
-99.3%
+164.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | 0.0% |
| 7D | +1.1% | -29.7% | +30.8% | +0.1% |
| 30D | -0.4% | -65.3% | +64.9% | -3.7% |
| 3M | +16.9% | -57.3% | +74.2% | +15.2% |
| 6M | +26.6% | -61.6% | +88.2% | +25.2% |
| YTD | +15.8% | -78.3% | +94.1% | +13.9% |
| 1Y | +27.2% | -30.2% | +57.4% | +34.2% |
| All | +65.4% | -99.3% | +164.6% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling