+2.2%
COST vs MSTZ
-99.2%
+101.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.8% |
| 7D | -2.8% | -23.6% | +20.8% | -3.0% |
| 30D | -5.3% | -60.7% | +55.5% | -6.0% |
| 3M | -6.7% | -58.3% | +51.6% | -7.1% |
| 6M | -9.9% | -60.0% | +50.1% | -10.3% |
| YTD | +5.1% | -75.2% | +80.3% | +4.8% |
| 1Y | -7.3% | -19.9% | +12.6% | -5.0% |
| All | +2.2% | -99.2% | +101.4% | +4.7% |
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