+13.2%
CHD vs MSTZ
-99.2%
+112.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.4% |
| 7D | +3.6% | +30.8% | -27.1% | +3.4% |
| 30D | +10.4% | +41.2% | -30.8% | +10.0% |
| 3M | +12.2% | -60.9% | +73.1% | +12.6% |
| 6M | +19.9% | -15.7% | +35.6% | +19.7% |
| YTD | +36.4% | -75.2% | +111.6% | +36.4% |
| 1Y | +35.1% | -59.8% | +94.9% | +34.8% |
| All | +13.2% | -99.2% | +112.3% | +14.4% |
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 · 6 months rolling