+30.1%
D vs MSTZ
-99.3%
+129.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | +0.2% |
| 7D | +2.4% | +21.1% | -18.7% | +2.3% |
| 30D | +10.9% | +40.1% | -29.2% | +10.8% |
| 3M | +2.8% | -66.1% | +68.9% | +2.9% |
| 6M | +12.7% | -20.7% | +33.4% | +12.7% |
| YTD | +20.3% | -78.6% | +98.9% | +20.3% |
| 1Y | +17.1% | -55.5% | +72.6% | +17.3% |
| All | +30.1% | -99.3% | +129.4% | +33.3% |
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