-99.9%
BIYA vs MSTZ
-71.8%
-28.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.8% | -13.6% | -1.5% |
| 7D | +10.0% | +25.6% | -15.6% | +8.7% |
| 30D | -17.7% | +50.6% | -68.2% | -19.9% |
| 3M | -55.0% | -64.5% | +9.5% | -54.3% |
| 6M | -85.1% | -14.0% | -71.1% | -85.3% |
| YTD | -96.9% | -76.4% | -20.5% | -96.9% |
| 1Y | -98.5% | -56.2% | -42.2% | -98.5% |
| All | -99.9% | -71.8% | -28.0% | -99.9% |
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