-21.3%
IT vs MSTZ
-29.5%
+8.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.5% |
| 7D | -6.0% | -29.7% | +23.7% | -7.2% |
| 30D | 0.0% | -65.3% | +65.3% | -3.7% |
| 3M | +13.1% | -57.3% | +70.4% | +11.3% |
| 6M | +11.7% | -61.6% | +73.3% | +9.5% |
| YTD | -26.1% | -78.3% | +52.2% | -27.6% |
| 1Y | -21.3% | -30.2% | +9.0% | -8.2% |
| All | -21.3% | -29.5% | +8.2% | -8.2% |
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