+22.1%
CB vs MSTZ
-24.0%
+46.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -1.6% |
| 7D | -0.6% | -25.4% | +24.8% | -0.3% |
| 30D | -3.9% | -60.9% | +57.0% | -2.7% |
| 3M | +4.9% | -54.2% | +59.1% | +5.4% |
| 6M | +3.3% | -65.0% | +68.2% | +3.8% |
| YTD | +8.5% | -76.5% | +85.0% | +9.1% |
| 1Y | +22.1% | -23.4% | +45.4% | +20.4% |
| All | +22.1% | -24.0% | +46.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling