+26.9%
DD vs MSTZ
-99.1%
+126.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.4% |
| 7D | -3.5% | +17.0% | -20.5% | -2.7% |
| 30D | -11.7% | -61.8% | +50.1% | -15.0% |
| 3M | -9.2% | -54.6% | +45.4% | -10.8% |
| 6M | -7.2% | -59.3% | +52.1% | -8.0% |
| YTD | +6.6% | -74.6% | +81.2% | +5.7% |
| 1Y | +32.0% | -18.8% | +50.8% | +41.0% |
| All | +26.9% | -99.1% | +126.0% | +22.7% |
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