+21.2%
DLR vs MSTZ
-99.3%
+120.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | 0.0% |
| 7D | -2.0% | +31.0% | -33.1% | -0.7% |
| 30D | +0.5% | +34.0% | -33.4% | +2.4% |
| 3M | -4.4% | -67.7% | +63.3% | -7.1% |
| 6M | -6.4% | -14.9% | +8.5% | -3.1% |
| YTD | +19.5% | -79.1% | +98.5% | +19.0% |
| 1Y | +10.5% | -58.9% | +69.5% | +14.5% |
| All | +21.2% | -99.3% | +120.5% | +25.4% |
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 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