-34.8%
BROS vs MSTZ
-29.5%
-5.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.9% |
| 7D | -6.7% | -29.7% | +23.0% | -8.4% |
| 30D | -29.1% | -65.3% | +36.2% | -33.5% |
| 3M | -16.7% | -57.3% | +40.6% | -18.5% |
| 6M | -11.6% | -61.6% | +50.0% | -12.4% |
| YTD | -23.9% | -78.3% | +54.4% | -27.0% |
| 1Y | -34.8% | -30.2% | -4.5% | -31.2% |
| All | -34.8% | -29.5% | -5.3% | -31.2% |
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