+48.7%
CORZ vs MSTZ
-99.3%
+148.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.4% |
| 7D | +8.4% | -29.7% | +38.1% | +3.7% |
| 30D | -17.8% | -65.3% | +47.5% | -29.0% |
| 3M | -35.9% | -57.3% | +21.4% | -39.9% |
| 6M | +12.9% | -61.6% | +74.6% | +8.6% |
| YTD | +22.9% | -78.3% | +101.2% | +17.0% |
| 1Y | +31.4% | -30.2% | +61.6% | +64.1% |
| All | +48.7% | -99.3% | +148.0% | +29.5% |
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