+18.6%
DIA vs MSTZ
-29.5%
+48.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.4% |
| 7D | -0.2% | -29.7% | +29.5% | -1.0% |
| 30D | -1.5% | -65.3% | +63.8% | -4.2% |
| 3M | +3.8% | -57.3% | +61.1% | +2.6% |
| 6M | +10.3% | -61.6% | +71.9% | +9.4% |
| YTD | +12.1% | -78.3% | +90.4% | +10.3% |
| 1Y | +18.6% | -30.2% | +48.9% | +22.3% |
| All | +18.6% | -29.5% | +48.1% | +22.3% |
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