+56.2%
DLTR vs MSTZ
-99.1%
+155.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.3% | -0.5% |
| 7D | -10.1% | +17.0% | -27.1% | -9.7% |
| 30D | -8.1% | -61.8% | +53.7% | -9.9% |
| 3M | +2.9% | -54.6% | +57.4% | +2.0% |
| 6M | +4.3% | -59.3% | +63.6% | +3.9% |
| YTD | -3.9% | -74.6% | +70.6% | -4.3% |
| 1Y | +18.9% | -18.8% | +37.7% | +22.9% |
| All | +56.2% | -99.1% | +155.3% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling