+58.2%
CAPR vs MSTZ
-29.5%
+87.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.6% |
| 7D | -2.0% | -29.7% | +27.7% | -4.7% |
| 30D | +139.2% | -65.3% | +204.5% | +117.5% |
| 3M | -66.4% | -57.3% | -9.0% | -67.3% |
| 6M | -63.1% | -61.6% | -1.5% | -63.4% |
| YTD | -67.4% | -78.3% | +10.9% | -68.9% |
| 1Y | +58.2% | -30.2% | +88.5% | +185.9% |
| All | +58.2% | -29.5% | +87.7% | +185.9% |
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