+84.0%
CFG vs MSTZ
-99.2%
+183.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -0.7% |
| 7D | +2.7% | -25.4% | +28.1% | +1.6% |
| 30D | -3.7% | -60.9% | +57.2% | -7.4% |
| 3M | +9.5% | -54.2% | +63.6% | +7.7% |
| 6M | +22.2% | -65.0% | +87.2% | +19.9% |
| YTD | +22.3% | -76.5% | +98.8% | +20.6% |
| 1Y | +39.4% | -23.4% | +62.8% | +52.6% |
| All | +84.0% | -99.2% | +183.2% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling