+23.7%
F vs MSTZ
-99.2%
+122.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | +0.4% |
| 7D | -3.1% | +30.8% | -33.9% | -1.6% |
| 30D | 0.0% | +41.2% | -41.2% | +2.4% |
| 3M | -13.2% | -60.9% | +47.7% | -15.8% |
| 6M | -10.2% | -15.7% | +5.5% | -6.7% |
| YTD | -4.9% | -75.2% | +70.3% | -4.7% |
| 1Y | -6.1% | -59.8% | +53.7% | -2.1% |
| All | +23.7% | -99.2% | +122.8% | +20.1% |
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