-31.2%
DOW vs MSTZ
-99.3%
+68.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -5.9% | +1.9% |
| 7D | -6.8% | +21.1% | -28.0% | -6.1% |
| 30D | +10.8% | +40.1% | -29.3% | +12.4% |
| 3M | +4.1% | -66.1% | +70.2% | +0.7% |
| 6M | -12.7% | -20.7% | +8.0% | -10.3% |
| YTD | +39.2% | -78.6% | +117.8% | +37.4% |
| 1Y | +49.5% | -55.5% | +105.0% | +56.5% |
| All | -31.2% | -99.3% | +68.1% | -36.2% |
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