+39.2%
BKR vs MSTZ
-29.5%
+68.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +1.7% | -29.7% | +31.5% | +1.3% |
| 30D | +3.3% | -65.3% | +68.6% | +1.5% |
| 3M | -3.6% | -57.3% | +53.7% | -4.0% |
| 6M | +5.0% | -61.6% | +66.7% | +4.7% |
| YTD | +40.9% | -78.3% | +119.2% | +39.9% |
| 1Y | +39.2% | -30.2% | +69.5% | +47.8% |
| All | +39.2% | -29.5% | +68.7% | +47.8% |
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 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