+46.0%
CART vs MSTZ
-54.5%
+100.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | +0.9% |
| 7D | +1.3% | +30.8% | -29.5% | +2.7% |
| 30D | +19.2% | +41.2% | -22.0% | +21.8% |
| 3M | +17.6% | -60.9% | +78.5% | +14.8% |
| 6M | +47.4% | -15.7% | +63.0% | +53.1% |
| YTD | +30.9% | -75.2% | +106.1% | +31.8% |
| 1Y | +46.0% | -59.8% | +105.8% | +48.4% |
| All | +46.0% | -54.5% | +100.5% | +48.4% |
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