-36.4%
CMG vs MSTZ
-99.1%
+62.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | 0.0% |
| 7D | -2.1% | +17.0% | -19.1% | -1.3% |
| 30D | +10.9% | -61.8% | +72.7% | +7.0% |
| 3M | +15.8% | -54.6% | +70.4% | +13.9% |
| 6M | +6.9% | -59.3% | +66.2% | +5.6% |
| YTD | -2.2% | -74.6% | +72.4% | -3.3% |
| 1Y | -7.1% | -18.8% | +11.7% | -0.8% |
| All | -36.4% | -99.1% | +62.7% | -37.6% |
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