-68.0%
BLDR vs MSTZ
-99.3%
+31.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -1.0% |
| 7D | -10.3% | +31.0% | -41.3% | -9.0% |
| 30D | +19.6% | +34.0% | -14.4% | +21.9% |
| 3M | -17.0% | -67.7% | +50.7% | -19.8% |
| 6M | -16.7% | -14.9% | -1.8% | -13.6% |
| YTD | -39.4% | -79.1% | +39.7% | -39.9% |
| 1Y | -41.7% | -58.9% | +17.3% | -39.2% |
| All | -68.0% | -99.3% | +31.3% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling