-51.6%
CAVA vs MSTZ
-99.2%
+47.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -0.2% |
| 7D | -1.5% | -25.4% | +23.8% | -3.7% |
| 30D | -3.7% | -60.9% | +57.2% | -10.8% |
| 3M | -18.3% | -54.2% | +35.9% | -21.1% |
| 6M | -23.5% | -65.0% | +41.5% | -26.0% |
| YTD | +2.5% | -76.5% | +79.0% | 0.0% |
| 1Y | -8.0% | -23.4% | +15.4% | +5.6% |
| All | -51.6% | -99.2% | +47.6% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling