-5.6%
CAG vs MSTZ
-63.1%
+57.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.6% | +15.5% | +6.1% |
| 7D | +9.7% | +0.7% | +9.0% | +9.7% |
| 30D | +15.8% | +16.6% | -0.8% | +15.5% |
| 3M | +1.8% | -74.7% | +76.5% | +2.2% |
| 6M | +11.5% | -43.9% | +55.4% | +8.8% |
| YTD | -6.7% | -84.0% | +77.3% | -7.5% |
| 1Y | -5.6% | -65.1% | +59.5% | -7.6% |
| All | -5.6% | -63.1% | +57.4% | -7.6% |
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