-33.0%
BAX vs MSTZ
-99.2%
+66.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +12.8% | -15.1% | -1.9% |
| 7D | +0.4% | +25.6% | -25.2% | +1.0% |
| 30D | +3.4% | +50.6% | -47.1% | +4.9% |
| 3M | -4.5% | -64.5% | +60.1% | -5.8% |
| 6M | +44.0% | -14.0% | +58.0% | +46.8% |
| YTD | +34.9% | -76.4% | +111.3% | +35.0% |
| 1Y | +37.9% | -56.2% | +94.2% | +41.2% |
| All | -33.0% | -99.2% | +66.2% | -36.9% |
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 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