+146.1%
CAKE vs MSTZ
-63.1%
+209.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.6% | +14.3% | +4.5% |
| 7D | +9.1% | +0.7% | +8.4% | +9.2% |
| 30D | +5.8% | +16.6% | -10.8% | +6.3% |
| 3M | +9.3% | -74.7% | +84.0% | +8.0% |
| 6M | +96.1% | -43.9% | +140.0% | +102.0% |
| YTD | +131.4% | -84.0% | +215.5% | +135.4% |
| 1Y | +146.1% | -65.1% | +211.2% | +164.8% |
| All | +146.1% | -63.1% | +209.1% | +164.8% |
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