+17.2%
CME vs MSTZ
-52.7%
+69.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | 0.0% |
| 7D | +2.7% | +25.6% | -22.9% | +2.9% |
| 30D | +13.5% | +50.6% | -37.1% | +13.9% |
| 3M | +20.9% | -64.5% | +85.4% | +20.3% |
| 6M | +11.5% | -14.0% | +25.5% | +11.3% |
| YTD | +19.5% | -76.4% | +95.9% | +19.8% |
| 1Y | +17.2% | -56.2% | +73.5% | +19.5% |
| All | +17.2% | -52.7% | +69.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling