+58.1%
CF vs MSTZ
-99.3%
+157.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +10.4% | +31.0% | -20.7% | +10.1% |
| 30D | +7.6% | +34.0% | -26.4% | +7.3% |
| 3M | +5.2% | -67.7% | +72.8% | +4.8% |
| 6M | -0.1% | -14.9% | +14.8% | +0.7% |
| YTD | +61.7% | -79.1% | +140.7% | +61.2% |
| 1Y | +50.3% | -58.9% | +109.3% | +52.7% |
| All | +58.1% | -99.3% | +157.4% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling