+60.6%
COMP vs MSTZ
-99.3%
+159.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.5% |
| 7D | +2.2% | +31.0% | -28.8% | +4.5% |
| 30D | +16.3% | +34.0% | -17.6% | +19.9% |
| 3M | -19.1% | -67.7% | +48.5% | -22.4% |
| 6M | +17.1% | -14.9% | +32.1% | +22.9% |
| YTD | -2.9% | -79.1% | +76.1% | -3.0% |
| 1Y | +8.8% | -58.9% | +67.7% | +13.6% |
| All | +60.6% | -99.3% | +159.9% | +51.3% |
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