+75.8%
CAPR vs MSTZ
-99.4%
+175.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.7% |
| 7D | +41.1% | -1.2% | +42.3% | +41.4% |
| 30D | +11.1% | +22.2% | -11.1% | +13.4% |
| 3M | +115.3% | -70.4% | +185.7% | +104.4% |
| 6M | -73.8% | -31.0% | -42.8% | -72.5% |
| YTD | -68.8% | -81.0% | +12.2% | -69.6% |
| 1Y | +43.3% | -61.2% | +104.5% | +50.5% |
| All | +75.8% | -99.4% | +175.1% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling