-1.4%
LOW vs MSTZ
-63.1%
+61.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.6% | +17.1% | +7.4% |
| 7D | +15.6% | +0.7% | +14.9% | +15.6% |
| 30D | +28.6% | +16.6% | +12.0% | +28.7% |
| 3M | +5.8% | -74.7% | +80.5% | +5.3% |
| 6M | +3.8% | -43.9% | +47.7% | +4.2% |
| YTD | -2.8% | -84.0% | +81.2% | -2.9% |
| 1Y | -1.4% | -65.1% | +63.7% | -8.6% |
| All | -1.4% | -63.1% | +61.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling