+57.1%
DGX vs MSTZ
-99.2%
+156.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | -2.2% | -23.6% | +21.3% | -2.1% |
| 30D | -0.9% | -60.7% | +59.8% | -0.6% |
| 3M | +15.6% | -58.3% | +73.8% | +15.8% |
| 6M | +17.8% | -60.0% | +77.8% | +17.9% |
| YTD | +37.5% | -75.2% | +112.7% | +37.9% |
| 1Y | +31.2% | -19.9% | +51.0% | +31.8% |
| All | +57.1% | -99.2% | +156.2% | +51.0% |
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