+24.6%
DBX vs MSTZ
-63.1%
+87.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +2.8% |
| 7D | -1.1% | +0.7% | -1.9% | -1.0% |
| 30D | +5.0% | +16.6% | -11.6% | +6.1% |
| 3M | +4.6% | -74.7% | +79.3% | +0.4% |
| 6M | +43.9% | -43.9% | +87.8% | +44.7% |
| YTD | +29.9% | -84.0% | +113.9% | +26.8% |
| 1Y | +24.6% | -65.1% | +89.7% | +32.0% |
| All | +24.6% | -63.1% | +87.7% | +32.0% |
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