-69.0%
BLDR vs MSTZ
-99.1%
+30.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.1% | +2.2% |
| 7D | -8.2% | +17.0% | -25.3% | -7.4% |
| 30D | -16.6% | -61.8% | +45.2% | -19.6% |
| 3M | -23.2% | -54.6% | +31.4% | -24.5% |
| 6M | -33.7% | -59.3% | +25.5% | -34.3% |
| YTD | -41.3% | -74.6% | +33.3% | -41.9% |
| 1Y | -58.8% | -18.8% | -40.0% | -55.3% |
| All | -69.0% | -99.1% | +30.2% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling