+48.9%
DASH vs MSTZ
-99.2%
+148.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.1% |
| 7D | -12.8% | -23.6% | +10.7% | -14.2% |
| 30D | -6.0% | -60.7% | +54.7% | -11.9% |
| 3M | +26.7% | -58.3% | +85.0% | +22.0% |
| 6M | +11.7% | -60.0% | +71.7% | +9.6% |
| YTD | -12.9% | -75.2% | +62.3% | -14.4% |
| 1Y | -23.1% | -19.9% | -3.2% | -13.0% |
| All | +48.9% | -99.2% | +148.0% | +43.6% |
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