-63.2%
IT vs MSTZ
-99.3%
+36.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -4.5% |
| 7D | -6.0% | -29.7% | +23.7% | -7.1% |
| 30D | 0.0% | -65.3% | +65.3% | -3.6% |
| 3M | +13.1% | -57.3% | +70.4% | +11.2% |
| 6M | +11.7% | -61.6% | +73.3% | +10.0% |
| YTD | -26.1% | -78.3% | +52.2% | -27.5% |
| 1Y | -21.3% | -30.2% | +9.0% | -17.1% |
| All | -63.2% | -99.3% | +36.1% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling