-65.3%
CSGP vs MSTZ
-29.5%
-35.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.3% |
| 7D | -4.1% | -29.7% | +25.7% | -5.0% |
| 30D | +2.3% | -65.3% | +67.6% | -1.3% |
| 3M | -8.2% | -57.3% | +49.2% | -9.8% |
| 6M | -35.1% | -61.6% | +26.6% | -36.2% |
| YTD | -54.0% | -78.3% | +24.2% | -53.8% |
| 1Y | -65.3% | -30.2% | -35.1% | -62.2% |
| All | -65.3% | -29.5% | -35.9% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling