+4.5%
CMS vs MSTZ
-99.2%
+103.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | +0.4% |
| 7D | +1.2% | -25.4% | +26.6% | +1.4% |
| 30D | -3.2% | -60.9% | +57.7% | -2.7% |
| 3M | -2.2% | -54.2% | +52.0% | -1.8% |
| 6M | -9.4% | -65.0% | +55.6% | -9.0% |
| YTD | +0.7% | -76.5% | +77.2% | +1.1% |
| 1Y | +0.4% | -23.4% | +23.7% | +0.1% |
| All | +4.5% | -99.2% | +103.7% | +5.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling