-13.6%
BKNG vs MSTZ
-63.1%
+49.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -9.6% | +19.4% | +9.7% |
| 7D | +15.6% | +0.7% | +14.8% | +15.6% |
| 30D | +8.0% | +16.6% | -8.6% | +8.3% |
| 3M | -11.8% | -74.7% | +62.9% | -13.4% |
| 6M | +3.8% | -43.9% | +47.7% | +4.2% |
| YTD | -19.6% | -84.0% | +64.4% | -21.7% |
| 1Y | -13.6% | -65.1% | +51.5% | -11.3% |
| All | -13.6% | -63.1% | +49.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling