+42.3%
DRI vs MSTZ
-99.2%
+141.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -10.0% | -1.8% |
| 7D | -1.2% | -25.4% | +24.1% | -1.4% |
| 30D | -0.4% | -60.9% | +60.5% | -1.2% |
| 3M | +9.5% | -54.2% | +63.7% | +9.3% |
| 6M | +6.5% | -65.0% | +71.4% | +6.3% |
| YTD | +18.4% | -76.5% | +94.9% | +18.3% |
| 1Y | +4.2% | -23.4% | +27.6% | +7.4% |
| All | +42.3% | -99.2% | +141.5% | +26.4% |
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