+1,793.4%
BE vs MSTZ
-99.2%
+1,892.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.9% | -4.1% |
| 7D | +10.8% | +30.8% | -19.9% | +15.9% |
| 30D | -19.8% | +41.2% | -61.0% | -13.1% |
| 3M | -18.7% | -60.9% | +42.2% | -24.0% |
| 6M | -33.7% | -15.7% | -18.1% | -26.2% |
| YTD | +121.0% | -75.2% | +196.2% | +127.5% |
| 1Y | +85.4% | -59.8% | +145.2% | +108.9% |
| All | +1,793.4% | -99.2% | +1,892.5% | +1,803.7% |
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