+45.8%
CART vs MSTZ
-99.4%
+145.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +28.6% | +22.2% | +6.4% | +30.4% |
| 3M | +29.1% | -70.4% | +99.5% | +24.4% |
| 6M | +44.7% | -31.0% | +75.7% | +48.0% |
| YTD | +29.2% | -81.0% | +110.3% | +27.8% |
| 1Y | +66.2% | -61.2% | +127.3% | +70.9% |
| All | +45.8% | -99.4% | +145.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling