-61.5%
DOCS vs MSTZ
-29.5%
-32.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.7% |
| 7D | -1.4% | -29.7% | +28.3% | -1.8% |
| 30D | +21.8% | -65.3% | +87.1% | +20.3% |
| 3M | +27.3% | -57.3% | +84.6% | +24.8% |
| 6M | -0.3% | -61.6% | +61.3% | -3.3% |
| YTD | -40.5% | -78.3% | +37.8% | -39.3% |
| 1Y | -61.5% | -30.2% | -31.3% | -55.1% |
| All | -61.5% | -29.5% | -32.1% | -55.1% |
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