+65.7%
CAKE vs MSTZ
-61.7%
+127.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -3.3% |
| 7D | -4.6% | -23.6% | +19.0% | -4.5% |
| 30D | -6.6% | -60.7% | +54.2% | -7.3% |
| 3M | +52.9% | -58.3% | +111.2% | +55.0% |
| 6M | +65.7% | -60.0% | +125.8% | +64.0% |
| All | +65.7% | -61.7% | +127.5% | +64.0% |
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 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