+20.0%
BLK vs MSTZ
-99.1%
+119.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.6% |
| 7D | -5.2% | +24.8% | -30.0% | -4.0% |
| 30D | -7.0% | -59.2% | +52.2% | -10.3% |
| 3M | +5.7% | -56.9% | +62.5% | +3.6% |
| 6M | +11.0% | -57.6% | +68.6% | +10.3% |
| YTD | +0.9% | -73.6% | +74.5% | +0.4% |
| 1Y | -1.6% | -15.6% | +14.0% | +5.5% |
| All | +20.0% | -99.1% | +119.1% | +13.8% |
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