+20.7%
CORZ vs MSTZ
-99.2%
+119.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +1.9% |
| 7D | +23.5% | +30.8% | -7.3% | +29.7% |
| 30D | +7.5% | +41.2% | -33.7% | +17.4% |
| 3M | -26.6% | -60.9% | +34.3% | -31.4% |
| 6M | -39.5% | -15.7% | -23.8% | -31.1% |
| YTD | -0.3% | -75.2% | +74.9% | +3.1% |
| 1Y | -4.2% | -59.8% | +55.6% | +10.9% |
| All | +20.7% | -99.2% | +119.9% | +14.0% |
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 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