+33.7%
CFG vs MSTZ
-63.1%
+96.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.6% | +11.9% | +2.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.8% |
| 30D | +3.3% | +16.6% | -13.3% | +3.8% |
| 3M | -9.8% | -74.7% | +64.8% | -11.5% |
| 6M | +5.2% | -43.9% | +49.1% | +7.6% |
| YTD | +16.1% | -84.0% | +100.1% | +15.2% |
| 1Y | +33.7% | -65.1% | +98.8% | +37.2% |
| All | +33.7% | -63.1% | +96.7% | +37.2% |
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 · 6 months rolling