-67.8%
BLDR vs MSTZ
-99.2%
+31.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.1% | -4.5% |
| 7D | -0.3% | -25.4% | +25.0% | -1.3% |
| 30D | -16.2% | -60.9% | +44.7% | -19.2% |
| 3M | -14.4% | -54.2% | +39.8% | -15.8% |
| 6M | -32.8% | -65.0% | +32.2% | -33.9% |
| YTD | -39.2% | -76.5% | +37.3% | -40.0% |
| 1Y | -57.7% | -23.4% | -34.3% | -54.2% |
| All | -67.8% | -99.2% | +31.4% | -68.1% |
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 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