-1.3%
CMS vs MSTZ
-29.5%
+28.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +0.4% | -29.7% | +30.1% | +0.6% |
| 30D | -3.6% | -65.3% | +61.7% | -2.7% |
| 3M | -1.9% | -57.3% | +55.4% | -1.1% |
| 6M | -11.0% | -61.6% | +50.7% | -10.2% |
| YTD | +0.2% | -78.3% | +78.5% | +1.2% |
| 1Y | -1.3% | -30.2% | +28.9% | -2.1% |
| All | -1.3% | -29.5% | +28.1% | -2.1% |
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