+47.7%
CART vs MSTZ
-99.3%
+146.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.6% |
| 7D | -0.6% | +31.0% | -31.6% | +0.8% |
| 30D | +23.1% | +34.0% | -10.9% | +25.5% |
| 3M | +19.2% | -67.7% | +86.9% | +15.3% |
| 6M | +45.7% | -14.9% | +60.6% | +50.5% |
| YTD | +30.9% | -79.1% | +109.9% | +30.1% |
| 1Y | +50.2% | -58.9% | +109.1% | +54.9% |
| All | +47.7% | -99.3% | +146.9% | +32.4% |
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 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