+30.1%
BROS vs MSTZ
-99.2%
+129.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -1.5% |
| 7D | -6.6% | -23.6% | +17.0% | -8.4% |
| 30D | -12.3% | -60.7% | +48.4% | -18.7% |
| 3M | -22.2% | -58.3% | +36.1% | -25.7% |
| 6M | -14.3% | -60.0% | +45.7% | -16.0% |
| YTD | -26.6% | -75.2% | +48.7% | -28.1% |
| 1Y | -31.5% | -19.9% | -11.6% | -21.0% |
| All | +30.1% | -99.2% | +129.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling