+32.1%
CART vs MSTZ
-29.7%
+61.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +17.7% | -20.1% | -1.8% |
| 7D | +1.2% | +13.4% | -12.2% | +1.8% |
| 30D | +27.1% | +37.5% | -10.4% | +29.0% |
| 3M | +27.4% | -69.9% | +97.4% | +24.8% |
| 6M | +32.1% | -32.0% | +64.1% | +29.7% |
| All | +32.1% | -29.7% | +61.9% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling