+27.6%
F vs MSTZ
-99.4%
+127.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +2.6% | +22.2% | -19.5% | +4.3% |
| 3M | -8.8% | -70.4% | +61.6% | -12.8% |
| 6M | +4.6% | -31.0% | +35.6% | +7.5% |
| YTD | -1.9% | -81.0% | +79.2% | -3.1% |
| 1Y | -0.8% | -61.2% | +60.4% | +3.5% |
| All | +27.6% | -99.4% | +127.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling