-45.4%
DECK vs MSTZ
-99.3%
+53.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +1.7% |
| 7D | -2.2% | -29.7% | +27.5% | -4.1% |
| 30D | -13.6% | -65.3% | +51.7% | -19.1% |
| 3M | -21.2% | -57.3% | +36.1% | -23.5% |
| 6M | -21.1% | -61.6% | +40.6% | -22.7% |
| YTD | -17.2% | -78.3% | +61.1% | -19.5% |
| 1Y | -30.7% | -30.2% | -0.5% | -23.2% |
| All | -45.4% | -99.3% | +53.8% | -48.5% |
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