-31.3%
BAX vs MSTZ
-99.3%
+68.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +2.5% |
| 7D | +9.0% | +4.3% | +4.8% | +9.3% |
| 30D | +8.5% | +30.2% | -21.7% | +9.5% |
| 3M | -4.1% | -66.9% | +62.8% | -5.7% |
| 6M | +46.9% | -26.3% | +73.3% | +49.1% |
| YTD | +38.4% | -80.1% | +118.5% | +37.8% |
| 1Y | +47.0% | -57.5% | +104.5% | +50.5% |
| All | -31.3% | -99.3% | +68.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling