+2,555.6%
BE vs MSTZ
-99.2%
+2,654.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.3% | -2.0% |
| 7D | +23.9% | -23.6% | +47.5% | +20.6% |
| 30D | +27.8% | -60.7% | +88.6% | +14.1% |
| 3M | +3.7% | -58.3% | +62.0% | -2.6% |
| 6M | +78.0% | -60.0% | +138.0% | +73.3% |
| YTD | +209.9% | -75.2% | +285.1% | +204.6% |
| 1Y | +389.6% | -19.9% | +409.5% | +493.9% |
| All | +2,555.6% | -99.2% | +2,654.8% | +2,448.8% |
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