-35.7%
DOW vs MSTZ
-99.2%
+63.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.0% | -0.3% |
| 7D | -6.0% | -23.6% | +17.6% | -6.8% |
| 30D | -2.7% | -60.7% | +58.0% | -6.0% |
| 3M | -10.5% | -58.3% | +47.8% | -12.2% |
| 6M | -12.4% | -60.0% | +47.6% | -13.6% |
| YTD | +30.0% | -75.2% | +105.2% | +28.4% |
| 1Y | +27.8% | -19.9% | +47.7% | +39.8% |
| All | -35.7% | -99.2% | +63.4% | -40.4% |
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