-35.8%
CBRS vs MSTZ
-20.2%
-15.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.1% | -3.2% |
| 7D | +15.7% | -25.4% | +41.1% | +10.7% |
| 30D | -11.9% | -60.9% | +49.0% | -25.6% |
| 3M | -16.0% | -54.2% | +38.2% | -26.8% |
| All | -35.8% | -20.2% | -15.6% | -37.7% |
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 · Available span rolling