+19.2%
D vs MSTZ
-24.0%
+43.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.6% | +0.5% |
| 7D | +0.8% | -25.4% | +26.1% | +0.9% |
| 30D | -0.7% | -60.9% | +60.1% | -0.3% |
| 3M | +2.1% | -54.2% | +56.3% | +2.4% |
| 6M | +6.8% | -65.0% | +71.8% | +6.9% |
| YTD | +16.5% | -76.5% | +93.0% | +17.0% |
| 1Y | +19.2% | -23.4% | +42.5% | +23.0% |
| All | +19.2% | -24.0% | +43.1% | +23.0% |
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