-66.3%
IT vs MSTZ
-99.1%
+32.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.0% | +0.9% |
| 7D | -12.7% | +24.8% | -37.5% | -11.7% |
| 30D | -8.9% | -59.2% | +50.3% | -11.4% |
| 3M | +10.1% | -56.9% | +67.0% | +8.3% |
| 6M | +7.3% | -57.6% | +64.9% | +6.1% |
| YTD | -32.4% | -73.6% | +41.2% | -33.0% |
| 1Y | -26.6% | -15.6% | -11.1% | -22.0% |
| All | -66.3% | -99.1% | +32.8% | -66.2% |
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 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