+22.0%
BLK vs MSTZ
-99.1%
+121.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.4% |
| 7D | -3.3% | +17.0% | -20.4% | -2.5% |
| 30D | -6.5% | -61.8% | +55.3% | -10.0% |
| 3M | +6.7% | -54.6% | +61.3% | +4.9% |
| 6M | +14.7% | -59.3% | +74.0% | +13.8% |
| YTD | +2.5% | -74.6% | +77.1% | +1.9% |
| 1Y | -2.8% | -18.8% | +16.0% | +4.0% |
| All | +22.0% | -99.1% | +121.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling