+9.1%
IR vs MSTZ
-63.1%
+72.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.1% | -0.7% |
| 7D | +11.6% | +0.7% | +10.8% | +11.6% |
| 30D | +7.2% | +16.6% | -9.4% | +7.8% |
| 3M | -5.9% | -74.7% | +68.8% | -8.0% |
| 6M | +11.5% | -43.9% | +55.4% | +14.3% |
| YTD | +6.3% | -84.0% | +90.4% | +4.9% |
| 1Y | +9.1% | -65.1% | +74.2% | +7.9% |
| All | +9.1% | -63.1% | +72.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling