+54.1%
DRI vs MSTZ
-99.3%
+153.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.6% | -8.1% | -0.4% |
| 7D | +4.2% | +21.1% | -16.9% | +4.5% |
| 30D | +15.7% | +40.1% | -24.4% | +16.3% |
| 3M | +5.8% | -66.1% | +71.8% | +5.0% |
| 6M | +18.4% | -20.7% | +39.2% | +19.9% |
| YTD | +28.2% | -78.6% | +106.8% | +28.4% |
| 1Y | +35.9% | -55.5% | +91.4% | +38.5% |
| All | +54.1% | -99.3% | +153.4% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling