-31.5%
DKS vs MSTZ
-99.3%
+67.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.3% |
| 7D | +3.0% | -29.7% | +32.7% | +1.8% |
| 30D | -30.5% | -65.3% | +34.7% | -33.5% |
| 3M | -35.7% | -57.3% | +21.6% | -36.9% |
| 6M | -29.7% | -61.6% | +31.9% | -30.4% |
| YTD | -28.9% | -78.3% | +49.4% | -29.9% |
| 1Y | -35.9% | -30.2% | -5.6% | -30.9% |
| All | -31.5% | -99.3% | +67.8% | -33.7% |
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 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