+30.5%
D vs MSTZ
-99.4%
+129.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +11.5% | +22.2% | -10.7% | +11.4% |
| 3M | +3.7% | -70.4% | +74.1% | +3.9% |
| 6M | +13.5% | -31.0% | +44.5% | +13.6% |
| YTD | +20.7% | -81.0% | +101.8% | +20.8% |
| 1Y | +18.2% | -61.2% | +79.4% | +18.5% |
| All | +30.5% | -99.4% | +129.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling