-36.5%
BAX vs MSTZ
-99.2%
+62.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -1.8% |
| 7D | -5.1% | -23.6% | +18.5% | -5.5% |
| 30D | -12.2% | -60.7% | +48.6% | -13.9% |
| 3M | +21.8% | -58.3% | +80.1% | +20.4% |
| 6M | +36.3% | -60.0% | +96.3% | +35.4% |
| YTD | +27.8% | -75.2% | +103.0% | +27.1% |
| 1Y | -0.1% | -19.9% | +19.8% | +4.1% |
| All | -36.5% | -99.2% | +62.6% | -40.6% |
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