+37.8%
CME vs MSTZ
-99.2%
+137.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.8% |
| 7D | -0.6% | -23.6% | +22.9% | -0.5% |
| 30D | +4.7% | -60.7% | +65.4% | +5.1% |
| 3M | +7.8% | -58.3% | +66.1% | +8.0% |
| 6M | -11.0% | -60.0% | +49.0% | -10.9% |
| YTD | +4.0% | -75.2% | +79.2% | +4.0% |
| 1Y | +9.1% | -19.9% | +29.0% | +7.1% |
| All | +37.8% | -99.2% | +137.0% | +41.2% |
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