+99.8%
BEN vs MSTZ
-99.2%
+199.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.7% |
| 7D | +6.8% | +30.8% | -24.0% | +8.5% |
| 30D | +18.0% | +41.2% | -23.2% | +21.2% |
| 3M | +7.5% | -60.9% | +68.4% | +4.7% |
| 6M | +14.7% | -15.7% | +30.4% | +18.9% |
| YTD | +56.1% | -75.2% | +131.3% | +56.8% |
| 1Y | +69.6% | -59.8% | +129.4% | +76.2% |
| All | +99.8% | -99.2% | +199.0% | +94.6% |
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