+2.2%
BDX vs MSTZ
-99.1%
+101.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +0.8% |
| 7D | -3.2% | +17.0% | -20.2% | -3.0% |
| 30D | -2.5% | -61.8% | +59.2% | -3.3% |
| 3M | +21.4% | -54.6% | +76.0% | +21.0% |
| 6M | +10.4% | -59.3% | +69.7% | +10.1% |
| YTD | +18.8% | -74.6% | +93.4% | +18.5% |
| 1Y | +21.7% | -18.8% | +40.5% | +24.3% |
| All | +2.2% | -99.1% | +101.4% | -2.5% |
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