+63.9%
DLTR vs MSTZ
-99.2%
+163.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.2% | -13.8% | -5.4% |
| 7D | -5.8% | -25.4% | +19.5% | -6.2% |
| 30D | -5.2% | -60.9% | +55.6% | -7.0% |
| 3M | +15.2% | -54.2% | +69.4% | +14.3% |
| 6M | +7.1% | -65.0% | +72.1% | +6.3% |
| YTD | +0.8% | -76.5% | +77.3% | +0.3% |
| 1Y | +24.8% | -23.4% | +48.2% | +28.8% |
| All | +63.9% | -99.2% | +163.1% | +55.8% |
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