-14.4%
BN vs MSTZ
-12.4%
-2.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -0.8% |
| 7D | -5.9% | +24.8% | -30.7% | -4.5% |
| 30D | -15.1% | -59.2% | +44.2% | -18.6% |
| 3M | -14.6% | -56.9% | +42.3% | -16.3% |
| 6M | -8.4% | -57.6% | +49.2% | -8.4% |
| YTD | -16.8% | -73.6% | +56.8% | -16.2% |
| 1Y | -14.4% | -15.6% | +1.2% | -1.6% |
| All | -14.4% | -12.4% | -2.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling