+55.9%
BP vs MSTZ
-99.3%
+155.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.5% |
| 7D | -0.8% | +31.0% | -31.8% | -0.4% |
| 30D | -3.1% | +34.0% | -37.1% | -2.6% |
| 3M | +6.2% | -67.7% | +73.8% | +4.4% |
| 6M | +4.8% | -14.9% | +19.7% | +6.1% |
| YTD | +35.2% | -79.1% | +114.2% | +34.2% |
| 1Y | +27.4% | -58.9% | +86.4% | +29.2% |
| All | +55.9% | -99.3% | +155.2% | +54.4% |
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