+30.4%
DGX vs MSTZ
-18.6%
+48.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.4% | +1.7% |
| 7D | -0.9% | +17.0% | -17.9% | -1.1% |
| 30D | -1.2% | -61.8% | +60.6% | 0.0% |
| 3M | +15.8% | -54.6% | +70.4% | +16.3% |
| 6M | +18.2% | -59.3% | +77.4% | +18.4% |
| YTD | +37.2% | -74.6% | +111.8% | +38.2% |
| 1Y | +30.4% | -18.8% | +49.2% | +25.2% |
| All | +30.4% | -18.6% | +48.9% | +25.2% |
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