+28.6%
CB vs MSTZ
-99.4%
+128.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | +0.2% | -1.2% | +1.5% | +0.2% |
| 30D | +9.1% | +22.2% | -13.1% | +8.8% |
| 3M | +3.4% | -70.4% | +73.8% | +4.1% |
| 6M | +14.1% | -31.0% | +45.1% | +13.9% |
| YTD | +18.0% | -81.0% | +99.1% | +18.4% |
| 1Y | +30.1% | -61.2% | +91.3% | +30.2% |
| All | +28.6% | -99.4% | +128.0% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling