-32.5%
CBRS vs MSTZ
-26.2%
-6.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | +10.8% |
| 7D | +17.3% | -29.7% | +47.0% | +11.2% |
| 30D | -2.0% | -65.3% | +63.3% | -19.6% |
| 3M | -2.5% | -57.3% | +54.8% | -16.0% |
| All | -32.5% | -26.2% | -6.2% | -35.6% |
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 · Available span rolling