+27.2%
F vs MSTZ
-99.3%
+126.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.4% |
| 7D | -2.1% | +31.0% | -33.2% | -0.6% |
| 30D | +3.3% | +34.0% | -30.6% | +5.5% |
| 3M | -11.3% | -67.7% | +56.4% | -14.8% |
| 6M | +5.3% | -14.9% | +20.2% | +9.5% |
| YTD | -2.2% | -79.1% | +76.8% | -2.9% |
| 1Y | -3.5% | -58.9% | +55.4% | +0.9% |
| All | +27.2% | -99.3% | +126.5% | +22.3% |
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