+35.0%
CAH vs MSTZ
-63.1%
+98.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.1% | +3.7% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | +12.4% | +16.6% | -4.2% | +11.9% |
| 3M | +12.2% | -74.7% | +86.8% | +14.5% |
| 6M | +33.2% | -43.9% | +77.1% | +33.4% |
| YTD | +28.4% | -84.0% | +112.4% | +31.5% |
| 1Y | +35.0% | -65.1% | +100.1% | +35.9% |
| All | +35.0% | -63.1% | +98.1% | +35.9% |
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