+19.7%
COMP vs MSTZ
-56.8%
+76.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +10.0% | +10.8% |
| 7D | +13.4% | -1.2% | +14.7% | +13.8% |
| 30D | +11.1% | +22.2% | -11.1% | +14.3% |
| 3M | -18.8% | -70.4% | +51.6% | -23.5% |
| 6M | +10.5% | -31.0% | +41.5% | +17.1% |
| YTD | -3.4% | -81.0% | +77.6% | -4.1% |
| 1Y | +19.7% | -61.2% | +80.9% | +21.9% |
| All | +19.7% | -56.8% | +76.4% | +21.9% |
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 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