+40.9%
BP vs MSTZ
-19.0%
+59.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.8% |
| 7D | +4.0% | -23.6% | +27.5% | +3.8% |
| 30D | +7.8% | -60.7% | +68.6% | +7.0% |
| 3M | +8.4% | -58.3% | +66.6% | +8.0% |
| 6M | +15.1% | -60.0% | +75.1% | +14.3% |
| YTD | +36.4% | -75.2% | +111.6% | +36.0% |
| 1Y | +40.9% | -19.9% | +60.8% | +42.1% |
| All | +40.9% | -19.0% | +59.9% | +42.1% |
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 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