+56.3%
COMP vs MSTZ
-99.3%
+155.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +7.6% | -15.0% | -6.9% |
| 7D | +7.2% | +21.1% | -13.9% | +9.1% |
| 30D | +6.4% | +40.1% | -33.7% | +10.0% |
| 3M | -19.4% | -66.1% | +46.6% | -22.4% |
| 6M | +14.6% | -20.7% | +35.3% | +19.7% |
| YTD | -5.5% | -78.6% | +73.1% | -5.4% |
| 1Y | +13.7% | -55.5% | +69.1% | +19.2% |
| All | +56.3% | -99.3% | +155.6% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling