+43.6%
DE vs MSTZ
-18.6%
+62.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.3% |
| 7D | -2.6% | +17.0% | -19.6% | -2.5% |
| 30D | +9.0% | -61.8% | +70.8% | +8.5% |
| 3M | +19.1% | -54.6% | +73.7% | +19.0% |
| 6M | +14.4% | -59.3% | +73.6% | +14.2% |
| YTD | +45.9% | -74.6% | +120.5% | +44.9% |
| 1Y | +43.6% | -18.8% | +62.4% | +42.6% |
| All | +43.6% | -18.6% | +62.2% | +42.6% |
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