-59.7%
CSGP vs MSTZ
-99.2%
+39.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +3.0% |
| 7D | +1.3% | +30.8% | -29.4% | +2.4% |
| 30D | +2.8% | +41.2% | -38.4% | +4.4% |
| 3M | -6.3% | -60.9% | +54.6% | -8.7% |
| 6M | -3.2% | -15.7% | +12.5% | -1.0% |
| YTD | -54.0% | -75.2% | +21.3% | -54.0% |
| 1Y | -54.8% | -59.8% | +5.0% | -53.6% |
| All | -59.7% | -99.2% | +39.4% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling