+32.8%
BROS vs MSTZ
-99.2%
+132.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.2% | -9.7% | -0.7% |
| 7D | -0.9% | -25.4% | +24.4% | -3.1% |
| 30D | -13.5% | -60.9% | +47.4% | -19.7% |
| 3M | -18.4% | -54.2% | +35.7% | -21.2% |
| 6M | -10.6% | -65.0% | +54.4% | -13.5% |
| YTD | -25.1% | -76.5% | +51.4% | -27.0% |
| 1Y | -28.6% | -23.4% | -5.3% | -18.0% |
| All | +32.8% | -99.2% | +132.0% | +23.2% |
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 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