+7.2%
DOV vs MSTZ
-18.6%
+25.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +0.8% |
| 7D | -2.0% | +17.0% | -19.0% | -1.6% |
| 30D | -8.9% | -61.8% | +52.9% | -10.7% |
| 3M | -13.3% | -54.6% | +41.3% | -13.7% |
| 6M | -9.7% | -59.3% | +49.6% | -9.9% |
| YTD | -2.5% | -74.6% | +72.1% | -2.6% |
| 1Y | +7.2% | -18.8% | +26.0% | +14.1% |
| All | +7.2% | -18.6% | +25.8% | +14.1% |
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