+55.7%
CORZ vs MSTZ
-99.2%
+154.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.2% | -3.5% | +6.1% |
| 7D | +16.6% | -25.4% | +41.9% | +12.5% |
| 30D | -10.9% | -60.9% | +50.0% | -21.4% |
| 3M | -31.0% | -54.2% | +23.2% | -34.8% |
| 6M | +26.0% | -65.0% | +91.0% | +18.5% |
| YTD | +28.6% | -76.5% | +105.1% | +24.2% |
| 1Y | +34.5% | -23.4% | +57.8% | +70.7% |
| All | +55.7% | -99.2% | +154.9% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling