+28.9%
BN vs MSTZ
-99.3%
+128.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.6% | -9.0% | -0.8% |
| 7D | +4.3% | +21.1% | -16.8% | +5.9% |
| 30D | +14.3% | +40.1% | -25.8% | +17.8% |
| 3M | -4.1% | -66.1% | +62.0% | -8.2% |
| 6M | -9.7% | -20.7% | +11.1% | -5.6% |
| YTD | -7.1% | -78.6% | +71.5% | -7.5% |
| 1Y | -7.4% | -55.5% | +48.1% | -1.7% |
| All | +28.9% | -99.3% | +128.2% | +21.1% |
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