+35.9%
BAX vs MSTZ
-63.6%
+99.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.1% |
| 7D | -1.1% | -29.7% | +28.6% | -2.0% |
| 30D | -5.5% | -65.3% | +59.8% | -9.1% |
| 3M | +33.5% | -57.3% | +90.9% | +32.8% |
| 6M | +35.9% | -61.6% | +97.5% | +32.9% |
| All | +35.9% | -63.6% | +99.5% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling