+223.1%
BMNR vs MSTZ
-8.8%
+231.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.2% | +0.8% |
| 7D | +0.2% | +17.0% | -16.8% | +12.2% |
| 30D | +39.9% | -61.8% | +101.7% | -17.7% |
| 3M | +51.5% | -54.6% | +106.1% | +20.5% |
| 6M | +18.9% | -59.3% | +78.2% | +1.6% |
| YTD | -7.8% | -74.6% | +66.8% | -23.4% |
| 1Y | -47.6% | -18.8% | -28.8% | +303.1% |
| All | +223.1% | -8.8% | +231.8% | -98.9% |
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