-18.8%
DOCS vs MSTZ
-99.4%
+80.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -0.8% | -1.2% | +0.5% | -0.6% |
| 30D | +17.4% | +22.2% | -4.8% | +19.8% |
| 3M | +57.4% | -70.4% | +127.8% | +51.0% |
| 6M | +26.5% | -31.0% | +57.5% | +29.4% |
| YTD | -26.6% | -81.0% | +54.5% | -27.5% |
| 1Y | -48.1% | -61.2% | +13.1% | -44.8% |
| All | -18.8% | -99.4% | +80.5% | -17.3% |
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