-66.1%
BLDR vs MSTZ
-99.3%
+33.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.6% | +5.7% |
| 7D | -2.7% | +4.3% | -7.0% | -2.3% |
| 30D | +24.8% | +30.2% | -5.3% | +27.0% |
| 3M | -11.7% | -66.9% | +55.2% | -14.5% |
| 6M | -14.8% | -26.3% | +11.6% | -12.3% |
| YTD | -35.9% | -80.1% | +44.2% | -36.6% |
| 1Y | -39.7% | -57.5% | +17.8% | -36.9% |
| All | -66.1% | -99.3% | +33.2% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling