+44.0%
DLTR vs MSTZ
-63.1%
+107.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -9.6% | +19.2% | +9.5% |
| 7D | +15.6% | +0.7% | +14.8% | +15.6% |
| 30D | +29.9% | +16.6% | +13.3% | +30.4% |
| 3M | +12.5% | -74.7% | +87.1% | +9.8% |
| 6M | +56.3% | -43.9% | +100.2% | +59.6% |
| YTD | +19.5% | -84.0% | +103.5% | +19.6% |
| 1Y | +44.0% | -65.1% | +109.1% | +51.6% |
| All | +44.0% | -63.1% | +107.1% | +51.6% |
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