-17.9%
DOCS vs MSTZ
-99.3%
+81.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.4% |
| 7D | 0.0% | +4.3% | -4.3% | +0.5% |
| 30D | +7.8% | +30.2% | -22.4% | +10.4% |
| 3M | +20.0% | -66.9% | +86.9% | +15.8% |
| 6M | +26.5% | -26.3% | +52.9% | +29.8% |
| YTD | -25.8% | -80.1% | +54.3% | -26.4% |
| 1Y | -39.5% | -57.5% | +18.0% | -35.1% |
| All | -17.9% | -99.3% | +81.4% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling