-99.8%
BIYA vs MSTZ
-74.1%
-25.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -1.8% |
| 7D | +1.3% | -29.7% | +31.1% | +2.1% |
| 30D | -21.0% | -65.3% | +44.3% | -18.2% |
| 3M | -74.3% | -57.3% | -17.0% | -73.5% |
| 6M | -84.6% | -61.6% | -23.0% | -84.9% |
| YTD | -94.2% | -78.3% | -15.9% | -94.2% |
| 1Y | -98.2% | -30.2% | -68.0% | -98.0% |
| All | -99.8% | -74.1% | -25.7% | -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 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