-17.6%
CI vs MSTZ
-99.3%
+81.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | +1.3% | -29.7% | +31.0% | +1.3% |
| 30D | +4.4% | -65.3% | +69.7% | +4.4% |
| 3M | +0.7% | -57.3% | +58.0% | +0.7% |
| 6M | +0.3% | -61.6% | +62.0% | +0.2% |
| YTD | +3.8% | -78.3% | +82.1% | +3.5% |
| 1Y | -5.5% | -30.2% | +24.7% | -5.7% |
| All | -17.6% | -99.3% | +81.7% | -18.7% |
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