-59.8%
CSGP vs MSTZ
-99.3%
+39.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.3% |
| 7D | -4.1% | -29.7% | +25.7% | -5.1% |
| 30D | +2.3% | -65.3% | +67.6% | -1.4% |
| 3M | -8.2% | -57.3% | +49.2% | -9.8% |
| 6M | -35.1% | -61.6% | +26.6% | -35.9% |
| YTD | -54.0% | -78.3% | +24.2% | -54.7% |
| 1Y | -65.3% | -30.2% | -35.1% | -63.5% |
| All | -59.8% | -99.3% | +39.5% | -62.9% |
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