+9.7%
BKR vs MSTZ
-63.1%
+72.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.6% | +4.0% | -5.7% |
| 7D | -8.8% | +0.7% | -9.5% | -8.7% |
| 30D | -13.1% | +16.6% | -29.7% | -12.7% |
| 3M | -18.9% | -74.7% | +55.8% | -20.2% |
| 6M | -27.2% | -43.9% | +16.7% | -26.7% |
| YTD | +10.7% | -84.0% | +94.7% | +9.9% |
| 1Y | +9.7% | -65.1% | +74.8% | +10.5% |
| All | +9.7% | -63.1% | +72.7% | +10.5% |
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