-2.2%
CORZ vs MSTZ
-99.4%
+97.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +3.5% |
| 7D | -11.2% | -1.2% | -10.0% | -10.8% |
| 30D | -26.2% | +22.2% | -48.4% | -21.3% |
| 3M | -44.1% | -70.4% | +26.3% | -50.3% |
| 6M | -52.3% | -31.0% | -21.3% | -47.3% |
| YTD | -19.2% | -81.0% | +61.8% | -20.6% |
| 1Y | -42.9% | -61.2% | +18.3% | -33.9% |
| All | -2.2% | -99.4% | +97.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling