+54.2%
DGX vs MSTZ
-99.1%
+153.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.6% | -8.4% | -1.9% |
| 7D | -3.5% | +24.8% | -28.2% | -3.5% |
| 30D | -2.7% | -59.2% | +56.5% | -2.4% |
| 3M | +13.9% | -56.9% | +70.7% | +14.1% |
| 6M | +16.0% | -57.6% | +73.6% | +16.1% |
| YTD | +34.9% | -73.6% | +108.5% | +35.3% |
| 1Y | +30.6% | -15.6% | +46.1% | +31.2% |
| All | +54.2% | -99.1% | +153.3% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling