+31.4%
CORZ vs MSTZ
-29.5%
+60.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.4% |
| 7D | +8.4% | -29.7% | +38.1% | +4.1% |
| 30D | -17.8% | -65.3% | +47.5% | -28.0% |
| 3M | -35.9% | -57.3% | +21.4% | -38.3% |
| 6M | +12.9% | -61.6% | +74.6% | +11.1% |
| YTD | +22.9% | -78.3% | +101.2% | +18.8% |
| 1Y | +31.4% | -30.2% | +61.6% | +69.2% |
| All | +31.4% | -29.5% | +60.8% | +69.2% |
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