+3.9%
BROS vs MSTZ
-99.2%
+103.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.9% | +1.6% | +7.0% |
| 7D | +6.3% | +30.8% | -24.5% | +9.3% |
| 30D | -8.3% | +41.2% | -49.5% | -3.9% |
| 3M | -29.8% | -60.9% | +31.1% | -33.2% |
| 6M | -25.8% | -15.7% | -10.2% | -20.7% |
| YTD | -41.4% | -75.2% | +33.9% | -41.1% |
| 1Y | -35.2% | -59.8% | +24.6% | -30.5% |
| All | +3.9% | -99.2% | +103.1% | -0.6% |
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