-34.8%
DKS vs MSTZ
-99.2%
+64.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.1% | -4.5% |
| 7D | -0.4% | -25.4% | +24.9% | -1.4% |
| 30D | -36.6% | -60.9% | +24.3% | -38.9% |
| 3M | -37.6% | -54.2% | +16.6% | -38.6% |
| 6M | -32.1% | -65.0% | +32.9% | -33.1% |
| YTD | -32.3% | -76.5% | +44.2% | -33.1% |
| 1Y | -39.5% | -23.4% | -16.1% | -34.4% |
| All | -34.8% | -99.2% | +64.4% | -36.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling