+25.7%
BROS vs MSTZ
-99.1%
+124.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.6% | -10.0% | -2.7% |
| 7D | -6.1% | +24.8% | -30.8% | -3.9% |
| 30D | -12.4% | -59.2% | +46.9% | -18.4% |
| 3M | -27.9% | -56.9% | +28.9% | -30.9% |
| 6M | -16.8% | -57.6% | +40.8% | -17.9% |
| YTD | -29.0% | -73.6% | +44.5% | -30.1% |
| 1Y | -33.2% | -15.6% | -17.6% | -22.5% |
| All | +25.7% | -99.1% | +124.8% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling