-66.5%
IT vs MSTZ
-99.2%
+32.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.1% | -1.4% |
| 7D | -9.1% | -23.6% | +14.4% | -9.8% |
| 30D | -12.2% | -60.7% | +48.6% | -14.8% |
| 3M | +7.8% | -58.3% | +66.1% | +5.9% |
| 6M | +2.0% | -60.0% | +62.0% | +0.6% |
| YTD | -32.7% | -75.2% | +42.5% | -33.6% |
| 1Y | -31.1% | -19.9% | -11.2% | -26.9% |
| All | -66.5% | -99.2% | +32.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling