-55.8%
LEN vs MSTZ
-99.1%
+43.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.6% | -10.1% | -3.4% |
| 7D | -7.8% | +24.8% | -32.5% | -7.3% |
| 30D | -11.0% | -59.2% | +48.2% | -12.3% |
| 3M | -12.8% | -56.9% | +44.1% | -13.5% |
| 6M | -20.2% | -57.6% | +37.4% | -20.3% |
| YTD | -23.0% | -73.6% | +50.6% | -23.0% |
| 1Y | -41.8% | -15.6% | -26.3% | -39.2% |
| All | -55.8% | -99.1% | +43.3% | -55.3% |
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