-2.4%
DT vs MSTZ
-99.2%
+96.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | +0.9% |
| 7D | -0.5% | -23.6% | +23.0% | -1.5% |
| 30D | +0.1% | -60.7% | +60.8% | -3.9% |
| 3M | +24.1% | -58.3% | +82.4% | +21.2% |
| 6M | +30.1% | -60.0% | +90.1% | +28.7% |
| YTD | +16.8% | -75.2% | +92.0% | +15.7% |
| 1Y | -0.1% | -19.9% | +19.8% | +7.1% |
| All | -2.4% | -99.2% | +96.8% | -8.4% |
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