+18.9%
EXC vs MSTZ
-99.3%
+118.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.1% |
| 7D | +0.3% | -29.7% | +30.0% | +0.5% |
| 30D | -3.7% | -65.3% | +61.6% | -3.0% |
| 3M | -1.3% | -57.3% | +56.0% | -0.9% |
| 6M | -9.7% | -61.6% | +51.9% | -9.4% |
| YTD | +2.9% | -78.3% | +81.2% | +3.3% |
| 1Y | +4.4% | -30.2% | +34.6% | +3.3% |
| All | +18.9% | -99.3% | +118.1% | +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 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