+31.2%
DD vs MSTZ
-99.2%
+130.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | +0.2% |
| 7D | -0.6% | -25.4% | +24.8% | -1.6% |
| 30D | -7.4% | -60.9% | +53.5% | -10.8% |
| 3M | -6.4% | -54.2% | +47.7% | -8.0% |
| 6M | -2.5% | -65.0% | +62.5% | -4.0% |
| YTD | +10.2% | -76.5% | +86.7% | +8.8% |
| 1Y | +36.9% | -23.4% | +60.3% | +45.8% |
| All | +31.2% | -99.2% | +130.4% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling