-34.0%
BROS vs MSTZ
-18.6%
-15.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +0.8% |
| 7D | -5.8% | +17.0% | -22.8% | -4.6% |
| 30D | -14.0% | -61.8% | +47.8% | -18.9% |
| 3M | -32.5% | -54.6% | +22.1% | -34.0% |
| 6M | -14.9% | -59.3% | +44.3% | -15.4% |
| YTD | -28.3% | -74.6% | +46.3% | -30.3% |
| 1Y | -34.0% | -18.8% | -15.2% | -27.9% |
| All | -34.0% | -18.6% | -15.4% | -27.9% |
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