+35.6%
DASH vs MSTZ
-99.4%
+135.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.7% |
| 30D | -6.0% | +22.2% | -28.2% | -3.5% |
| 3M | -15.8% | -70.4% | +54.7% | -21.3% |
| 6M | +7.0% | -31.0% | +38.0% | +11.3% |
| YTD | -20.7% | -81.0% | +60.4% | -22.2% |
| 1Y | -8.5% | -61.2% | +52.6% | -2.6% |
| All | +35.6% | -99.4% | +135.0% | +30.5% |
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