+22.7%
C vs MSTZ
-54.6%
+77.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | -9.2% | -66.9% | +57.7% | -11.9% |
| 6M | -1.8% | -26.3% | +24.5% | +2.2% |
| YTD | +6.7% | -80.1% | +86.8% | +2.6% |
| All | +22.7% | -54.6% | +77.2% | +22.6% |
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 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