+7.6%
CL vs MSTZ
-24.0%
+31.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -0.5% |
| 7D | -1.4% | -25.4% | +24.0% | -1.2% |
| 30D | -5.2% | -60.9% | +55.7% | -4.7% |
| 3M | +3.3% | -54.2% | +57.5% | +3.5% |
| 6M | -4.4% | -65.0% | +60.6% | -3.9% |
| YTD | +13.9% | -76.5% | +90.4% | +14.6% |
| 1Y | +7.6% | -23.4% | +31.0% | +1.7% |
| All | +7.6% | -24.0% | +31.6% | +1.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling