+42.7%
CAPR vs MSTZ
-24.0%
+66.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.2% | -11.8% | -2.8% |
| 7D | -9.5% | -25.4% | +15.9% | -11.5% |
| 30D | +121.5% | -60.9% | +182.4% | +104.8% |
| 3M | -65.4% | -54.2% | -11.2% | -66.1% |
| 6M | -67.5% | -65.0% | -2.5% | -69.0% |
| YTD | -68.6% | -76.5% | +7.9% | -69.6% |
| 1Y | +42.7% | -23.4% | +66.1% | +150.7% |
| All | +42.7% | -24.0% | +66.6% | +150.7% |
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