+13.7%
DLR vs MSTZ
-58.1%
+71.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | 0.0% |
| 7D | -2.0% | +31.0% | -33.1% | -0.8% |
| 30D | +0.5% | +34.0% | -33.4% | +2.2% |
| 3M | -4.4% | -67.7% | +63.3% | -6.4% |
| 6M | -6.4% | -14.9% | +8.5% | -1.7% |
| YTD | +19.5% | -79.1% | +98.5% | +18.4% |
| All | +13.7% | -58.1% | +71.7% | +19.4% |
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