-34.5%
DKS vs MSTZ
-99.1%
+64.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | +0.1% |
| 7D | -4.7% | +24.8% | -29.5% | -3.7% |
| 30D | -35.1% | -59.2% | +24.2% | -37.4% |
| 3M | -37.7% | -56.9% | +19.1% | -39.0% |
| 6M | -30.7% | -57.6% | +26.8% | -31.2% |
| YTD | -31.9% | -73.6% | +41.7% | -32.3% |
| 1Y | -40.0% | -15.6% | -24.4% | -34.7% |
| All | -34.5% | -99.1% | +64.7% | -36.0% |
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 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