+74.0%
COMP vs MSTZ
-99.3%
+173.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.7% |
| 7D | +1.4% | -29.7% | +31.1% | -0.3% |
| 30D | -13.3% | -65.3% | +52.0% | -18.1% |
| 3M | +41.1% | -57.3% | +98.4% | +37.3% |
| 6M | +17.2% | -61.6% | +78.8% | +15.6% |
| YTD | +5.2% | -78.3% | +83.5% | +3.2% |
| 1Y | +18.9% | -30.2% | +49.2% | +26.6% |
| All | +74.0% | -99.3% | +173.3% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling