+22.5%
D vs MSTZ
-99.1%
+121.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.1% |
| 7D | -2.2% | +17.0% | -19.3% | -2.3% |
| 30D | -4.5% | -61.8% | +57.3% | -4.3% |
| 3M | -2.5% | -54.6% | +52.1% | -2.4% |
| 6M | +5.5% | -59.3% | +64.8% | +5.6% |
| YTD | +13.3% | -74.6% | +87.8% | +13.3% |
| 1Y | +11.8% | -18.8% | +30.6% | +12.2% |
| All | +22.5% | -99.1% | +121.6% | +25.6% |
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