+51.5%
CAH vs MSTZ
-12.2%
+63.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.0% |
| 7D | +3.5% | +30.8% | -27.3% | +3.0% |
| 30D | +13.5% | +41.2% | -27.7% | +12.7% |
| 3M | +21.8% | -60.9% | +82.7% | +24.3% |
| 6M | +51.5% | -15.7% | +67.2% | +55.9% |
| All | +51.5% | -12.2% | +63.7% | +55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling