+19.0%
EXC vs MSTZ
-99.2%
+118.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.0% | -0.6% |
| 7D | +0.3% | -23.6% | +23.9% | +0.5% |
| 30D | -0.9% | -60.7% | +59.9% | -0.2% |
| 3M | -2.7% | -58.3% | +55.6% | -2.2% |
| 6M | -9.4% | -60.0% | +50.6% | -9.1% |
| YTD | +3.0% | -75.2% | +78.3% | +3.3% |
| 1Y | +5.1% | -19.9% | +25.0% | +3.9% |
| All | +19.0% | -99.2% | +118.2% | +18.9% |
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