-38.5%
CBRS vs MSTZ
-10.3%
-28.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -1.1% |
| 7D | +0.5% | +24.8% | -24.3% | +5.5% |
| 30D | -18.5% | -59.2% | +40.7% | -31.0% |
| 3M | -19.4% | -56.9% | +37.5% | -29.8% |
| All | -38.5% | -10.3% | -28.2% | -38.8% |
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 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