+34.5%
DASH vs MSTZ
-99.3%
+133.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.6% | -9.1% | -0.9% |
| 7D | -2.8% | +21.1% | -23.9% | -0.8% |
| 30D | -9.3% | +40.1% | -49.4% | -5.7% |
| 3M | -15.1% | -66.1% | +51.0% | -19.7% |
| 6M | +8.7% | -20.7% | +29.5% | +14.5% |
| YTD | -21.3% | -78.6% | +57.3% | -21.9% |
| 1Y | -12.7% | -55.5% | +42.8% | -5.9% |
| All | +34.5% | -99.3% | +133.8% | +30.9% |
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 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