-43.3%
DECK vs MSTZ
-99.5%
+56.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -9.6% | +15.5% | +5.3% |
| 7D | +10.4% | +0.7% | +9.6% | +10.6% |
| 30D | +11.1% | +16.6% | -5.5% | +13.1% |
| 3M | -10.8% | -74.7% | +63.9% | -17.0% |
| 6M | -8.7% | -43.9% | +35.2% | -7.0% |
| YTD | -14.0% | -84.0% | +70.0% | -16.9% |
| 1Y | +12.0% | -65.1% | +77.1% | +17.6% |
| All | -43.3% | -99.5% | +56.1% | -46.9% |
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