+3.3%
BDX vs MSTZ
-99.2%
+102.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +1.0% |
| 7D | -3.6% | -23.6% | +20.0% | -3.7% |
| 30D | +0.7% | -60.7% | +61.4% | -0.1% |
| 3M | +19.0% | -58.3% | +77.2% | +18.4% |
| 6M | +10.8% | -60.0% | +70.8% | +10.4% |
| YTD | +20.1% | -75.2% | +95.4% | +19.8% |
| 1Y | +23.1% | -19.9% | +43.0% | +25.7% |
| All | +3.3% | -99.2% | +102.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling