-30.9%
CAVA vs MSTZ
-61.7%
+30.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.5% | -11.5% | -5.7% |
| 7D | -8.5% | -23.6% | +15.0% | -9.6% |
| 30D | -8.2% | -60.7% | +52.5% | -12.9% |
| 3M | -25.9% | -58.3% | +32.3% | -26.6% |
| 6M | -30.9% | -60.0% | +29.1% | -32.1% |
| All | -30.9% | -61.7% | +30.8% | -32.1% |
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 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