-35.1%
CMG vs MSTZ
-99.2%
+64.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | +0.4% |
| 7D | -1.5% | -25.4% | +23.9% | -2.4% |
| 30D | +12.7% | -60.9% | +73.6% | +8.9% |
| 3M | +26.3% | -54.2% | +80.5% | +24.3% |
| 6M | +4.5% | -65.0% | +69.5% | +2.5% |
| YTD | -0.1% | -76.5% | +76.4% | -1.7% |
| 1Y | -6.8% | -23.4% | +16.6% | -0.8% |
| All | -35.1% | -99.2% | +64.1% | -36.5% |
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 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