-6.2%
CHD vs MSTZ
-99.1%
+92.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -1.4% |
| 7D | -4.7% | +24.8% | -29.5% | -4.9% |
| 30D | -8.3% | -59.2% | +50.9% | -7.8% |
| 3M | -4.0% | -56.9% | +52.8% | -3.6% |
| 6M | -6.5% | -57.6% | +51.1% | -6.4% |
| YTD | +13.1% | -73.6% | +86.7% | +13.3% |
| 1Y | +2.3% | -15.6% | +17.9% | +1.9% |
| All | -6.2% | -99.1% | +92.9% | -5.0% |
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