+90.7%
BEN vs MSTZ
-99.3%
+190.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.7% |
| 7D | +0.2% | -29.7% | +29.9% | -1.2% |
| 30D | -0.5% | -65.3% | +64.7% | -5.2% |
| 3M | +9.7% | -57.3% | +67.1% | +7.3% |
| 6M | +33.9% | -61.6% | +95.5% | +32.1% |
| YTD | +49.0% | -78.3% | +127.3% | +46.3% |
| 1Y | +42.1% | -30.2% | +72.4% | +51.8% |
| All | +90.7% | -99.3% | +190.0% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling