-52.2%
LEN vs MSTZ
-99.2%
+47.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.1% |
| 7D | -5.8% | +30.8% | -36.6% | -5.2% |
| 30D | +13.7% | +41.2% | -27.5% | +14.7% |
| 3M | -3.9% | -60.9% | +57.0% | -4.9% |
| 6M | -0.4% | -15.7% | +15.3% | +1.2% |
| YTD | -16.8% | -75.2% | +58.4% | -16.6% |
| 1Y | -29.5% | -59.8% | +30.3% | -28.0% |
| All | -52.2% | -99.2% | +47.0% | -51.6% |
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