-48.6%
CAG vs MSTZ
-99.1%
+50.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -2.8% |
| 7D | -5.9% | +24.8% | -30.7% | -6.2% |
| 30D | -1.5% | -59.2% | +57.7% | -0.8% |
| 3M | +11.5% | -56.9% | +68.3% | +11.7% |
| 6M | -15.7% | -57.6% | +41.9% | -15.9% |
| YTD | -10.2% | -73.6% | +63.4% | -10.3% |
| 1Y | -18.1% | -15.6% | -2.5% | -19.7% |
| All | -48.6% | -99.1% | +50.5% | -48.4% |
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