+29.0%
DIA vs MSTZ
-99.1%
+128.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.4% |
| 7D | -3.0% | +24.8% | -27.8% | -2.2% |
| 30D | -3.0% | -59.2% | +56.2% | -5.3% |
| 3M | +4.5% | -56.9% | +61.4% | +3.0% |
| 6M | +9.8% | -57.6% | +67.4% | +9.2% |
| YTD | +9.3% | -73.6% | +82.9% | +8.6% |
| 1Y | +16.0% | -15.6% | +31.5% | +21.2% |
| All | +29.0% | -99.1% | +128.1% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling