-65.9%
IT vs MSTZ
-99.2%
+33.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +8.2% | -15.6% | -7.0% |
| 7D | -9.1% | -25.4% | +16.2% | -9.9% |
| 30D | -7.0% | -60.9% | +53.9% | -9.8% |
| 3M | +7.6% | -54.2% | +61.8% | +6.2% |
| 6M | +2.1% | -65.0% | +67.1% | 0.0% |
| YTD | -31.6% | -76.5% | +44.9% | -32.6% |
| 1Y | -29.9% | -23.4% | -6.5% | -25.8% |
| All | -65.9% | -99.2% | +33.3% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling