-34.2%
DOCS vs MSTZ
-99.3%
+65.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.6% |
| 7D | -1.4% | -29.7% | +28.3% | -2.9% |
| 30D | +21.8% | -65.3% | +87.1% | +16.1% |
| 3M | +27.3% | -57.3% | +84.6% | +24.3% |
| 6M | -0.3% | -61.6% | +61.3% | -2.4% |
| YTD | -40.5% | -78.3% | +37.8% | -41.7% |
| 1Y | -61.5% | -30.2% | -31.3% | -57.2% |
| All | -34.2% | -99.3% | +65.0% | -33.5% |
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