+8.8%
COMP vs MSTZ
-57.2%
+66.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.5% |
| 7D | +2.2% | +31.0% | -28.8% | +5.1% |
| 30D | +16.3% | +34.0% | -17.6% | +20.8% |
| 3M | -19.1% | -67.7% | +48.5% | -23.3% |
| 6M | +17.1% | -14.9% | +32.1% | +27.0% |
| YTD | -2.9% | -79.1% | +76.1% | -2.7% |
| 1Y | +8.8% | -58.9% | +67.7% | +14.7% |
| All | +8.8% | -57.2% | +66.0% | +14.7% |
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