+14.5%
DT vs MSTZ
-8.3%
+22.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -27.7% |
| 3M | -9.4% | -64.5% | +55.1% | -11.1% |
| 6M | +14.5% | -14.0% | +28.5% | +28.1% |
| All | +14.5% | -8.3% | +22.8% | +28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling