+40.8%
KEY vs MSTZ
-99.3%
+140.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.9% |
| 7D | -0.4% | +4.3% | -4.7% | 0.0% |
| 30D | +7.2% | +30.2% | -22.9% | +9.2% |
| 3M | -4.9% | -66.9% | +62.0% | -8.3% |
| 6M | +1.1% | -26.3% | +27.4% | +4.4% |
| YTD | +6.8% | -80.1% | +86.9% | +5.6% |
| 1Y | +23.3% | -57.5% | +80.8% | +29.9% |
| All | +40.8% | -99.3% | +140.1% | +20.9% |
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