+47.2%
CAPR vs MSTZ
-63.1%
+110.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.6% | +17.8% | +7.5% |
| 7D | +43.2% | +0.7% | +42.4% | +43.5% |
| 30D | +14.7% | +16.6% | -1.9% | +16.6% |
| 3M | +113.9% | -74.7% | +188.6% | +97.3% |
| 6M | -73.4% | -43.9% | -29.5% | -69.0% |
| YTD | -69.1% | -84.0% | +14.9% | -70.5% |
| 1Y | +47.2% | -65.1% | +112.3% | +451.9% |
| All | +47.2% | -63.1% | +110.3% | +451.9% |
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