+115.5%
C vs MSTZ
-99.3%
+214.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.5% | +2.7% |
| 7D | -0.9% | +4.3% | -5.2% | -0.5% |
| 30D | -5.4% | +30.2% | -35.6% | -3.4% |
| 3M | -9.2% | -66.9% | +57.7% | -12.6% |
| 6M | -1.8% | -26.3% | +24.5% | +1.3% |
| YTD | +6.7% | -80.1% | +86.8% | +5.1% |
| 1Y | +23.5% | -57.5% | +81.0% | +28.4% |
| All | +115.5% | -99.3% | +214.8% | +74.6% |
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 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