+179.9%
CAKE vs MSTZ
-99.1%
+279.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.4% |
| 7D | -4.5% | +17.0% | -21.6% | -3.9% |
| 30D | -12.4% | -61.8% | +49.3% | -15.2% |
| 3M | +37.3% | -54.6% | +91.9% | +35.4% |
| 6M | +70.7% | -59.3% | +130.0% | +69.8% |
| YTD | +106.0% | -74.6% | +180.6% | +105.2% |
| 1Y | +79.7% | -18.8% | +98.5% | +94.6% |
| All | +179.9% | -99.1% | +279.0% | +169.0% |
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