-35.3%
BAX vs MSTZ
-99.2%
+63.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.2% | -11.9% | -3.5% |
| 7D | -2.4% | -25.4% | +22.9% | -2.9% |
| 30D | -9.7% | -60.9% | +51.1% | -11.5% |
| 3M | +29.3% | -54.2% | +83.4% | +28.1% |
| 6M | +40.7% | -65.0% | +105.6% | +39.3% |
| YTD | +30.3% | -76.5% | +106.8% | +29.3% |
| 1Y | +3.4% | -23.4% | +26.8% | +7.5% |
| All | -35.3% | -99.2% | +63.9% | -39.6% |
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