-3.4%
DT vs MSTZ
-52.7%
+49.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.8% | -11.3% | +2.3% |
| 7D | +2.7% | +25.6% | -22.8% | +4.4% |
| 30D | -30.4% | +50.6% | -80.9% | -27.8% |
| 3M | -9.4% | -64.5% | +55.1% | -12.1% |
| 6M | +14.5% | -14.0% | +28.5% | +20.5% |
| YTD | +3.6% | -76.4% | +80.0% | +5.7% |
| 1Y | -3.4% | -56.2% | +52.8% | +4.6% |
| All | -3.4% | -52.7% | +49.2% | +4.6% |
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