+30.3%
DVN vs MSTZ
-99.1%
+129.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.3% |
| 7D | +4.5% | +17.0% | -12.5% | +5.0% |
| 30D | +12.0% | -61.8% | +73.8% | +9.4% |
| 3M | +13.4% | -54.6% | +68.0% | +12.3% |
| 6M | +12.1% | -59.3% | +71.4% | +11.4% |
| YTD | +38.8% | -74.6% | +113.4% | +38.1% |
| 1Y | +46.0% | -18.8% | +64.8% | +56.3% |
| All | +30.3% | -99.1% | +129.4% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling