+101.4%
BEN vs MSTZ
-99.3%
+200.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | +7.2% | +31.0% | -23.8% | +9.0% |
| 30D | +14.1% | +34.0% | -19.8% | +16.8% |
| 3M | +9.9% | -67.7% | +77.6% | +5.9% |
| 6M | +17.4% | -14.9% | +32.3% | +21.8% |
| YTD | +57.3% | -79.1% | +136.4% | +56.4% |
| 1Y | +66.9% | -58.9% | +125.9% | +73.8% |
| All | +101.4% | -99.3% | +200.6% | +94.1% |
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