+48.3%
DG vs MSTZ
-99.1%
+147.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -1.2% |
| 7D | -6.3% | +24.8% | -31.1% | -6.1% |
| 30D | +2.4% | -59.2% | +61.7% | +1.8% |
| 3M | +12.4% | -56.9% | +69.3% | +12.1% |
| 6M | -14.9% | -57.6% | +42.7% | -15.0% |
| YTD | -6.1% | -73.6% | +67.5% | -6.2% |
| 1Y | +17.9% | -15.6% | +33.4% | +16.8% |
| All | +48.3% | -99.1% | +147.4% | +35.8% |
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