+38.3%
DD vs MSTZ
-29.5%
+67.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | +0.5% |
| 7D | -3.5% | -29.7% | +26.2% | -4.7% |
| 30D | -10.3% | -65.3% | +55.0% | -14.2% |
| 3M | -7.5% | -57.3% | +49.8% | -9.1% |
| 6M | -8.0% | -61.6% | +53.6% | -8.8% |
| YTD | +10.5% | -78.3% | +88.7% | +9.0% |
| 1Y | +38.3% | -30.2% | +68.5% | +57.2% |
| All | +38.3% | -29.5% | +67.7% | +57.2% |
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