+86.1%
CAPR vs MSTZ
-99.2%
+185.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.9% | -11.9% | -6.6% |
| 7D | +5.9% | +30.8% | -24.9% | +8.1% |
| 30D | +44.6% | +41.2% | +3.4% | +49.5% |
| 3M | +126.4% | -60.9% | +187.3% | +119.4% |
| 6M | -68.6% | -15.7% | -52.9% | -66.6% |
| YTD | -67.0% | -75.2% | +8.2% | -67.1% |
| 1Y | +65.2% | -59.8% | +125.0% | +74.5% |
| All | +86.1% | -99.2% | +185.3% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling