+57.3%
BEN vs MSTZ
-63.1%
+120.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.6% | +14.2% | +4.2% |
| 7D | +6.7% | +0.7% | +6.0% | +6.9% |
| 30D | +3.0% | +16.6% | -13.6% | +4.2% |
| 3M | -4.3% | -74.7% | +70.3% | -8.6% |
| 6M | +16.4% | -43.9% | +60.3% | +17.6% |
| YTD | +46.8% | -84.0% | +130.8% | +44.4% |
| 1Y | +57.3% | -65.1% | +122.4% | +56.8% |
| All | +57.3% | -63.1% | +120.4% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling