+11.6%
DUK vs MSTZ
-99.2%
+110.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.1% | -0.7% |
| 7D | -0.1% | -23.6% | +23.5% | +0.2% |
| 30D | +0.2% | -60.7% | +61.0% | +1.4% |
| 3M | -1.9% | -58.3% | +56.4% | -1.2% |
| 6M | -6.5% | -60.0% | +53.5% | -6.1% |
| YTD | +5.4% | -75.2% | +80.7% | +6.0% |
| 1Y | +3.6% | -19.9% | +23.4% | +1.8% |
| All | +11.6% | -99.2% | +110.7% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling