-15.8%
INFQ vs MSTZ
-68.3%
+52.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +0.3% |
| 7D | +2.1% | +17.0% | -14.9% | +6.4% |
| 30D | +6.1% | -61.8% | +67.9% | -13.3% |
| 3M | -7.1% | -54.6% | +47.5% | -11.9% |
| 6M | +14.8% | -59.3% | +74.0% | +9.4% |
| All | -15.8% | -68.3% | +52.4% | -24.6% |
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