+54.6%
BP vs MSTZ
-99.2%
+153.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.7% | +2.6% |
| 7D | +0.9% | -25.4% | +26.3% | +0.5% |
| 30D | +9.1% | -60.9% | +70.0% | +7.5% |
| 3M | +3.9% | -54.2% | +58.1% | +3.3% |
| 6M | +13.6% | -65.0% | +78.6% | +12.5% |
| YTD | +34.0% | -76.5% | +110.5% | +33.0% |
| 1Y | +39.2% | -23.4% | +62.6% | +43.5% |
| All | +54.6% | -99.2% | +153.8% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling