-99.8%
BIYA vs MSTZ
-70.5%
-29.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.6% |
| 7D | +2.7% | -23.6% | +26.3% | +3.3% |
| 30D | -16.7% | -60.7% | +44.1% | -14.1% |
| 3M | -74.6% | -58.3% | -16.4% | -73.8% |
| 6M | -85.4% | -60.0% | -25.4% | -85.8% |
| YTD | -94.2% | -75.2% | -19.0% | -94.2% |
| 1Y | -98.6% | -19.9% | -78.7% | -98.4% |
| All | -99.8% | -70.5% | -29.3% | -99.8% |
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 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