+46.0%
DGX vs MSTZ
-63.1%
+109.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.6% |
| 7D | +4.1% | +0.7% | +3.4% | +4.1% |
| 30D | +10.5% | +16.6% | -6.1% | +10.1% |
| 3M | +9.8% | -74.7% | +84.5% | +11.2% |
| 6M | +34.6% | -43.9% | +78.5% | +34.6% |
| YTD | +49.8% | -84.0% | +133.8% | +52.2% |
| 1Y | +46.0% | -65.1% | +111.1% | +45.5% |
| All | +46.0% | -63.1% | +109.1% | +45.5% |
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 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