+62.4%
CART vs MSTZ
-63.1%
+125.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.1% | +1.1% |
| 7D | +1.4% | +0.7% | +0.6% | +1.5% |
| 30D | +29.7% | +16.6% | +13.1% | +31.2% |
| 3M | +29.7% | -74.7% | +104.4% | +23.9% |
| 6M | +36.8% | -43.9% | +80.7% | +39.4% |
| YTD | +31.7% | -84.0% | +115.7% | +29.5% |
| 1Y | +62.4% | -65.1% | +127.5% | +62.9% |
| All | +62.4% | -63.1% | +125.5% | +62.9% |
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