+60.3%
M vs MSTZ
-99.2%
+159.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -2.2% |
| 7D | +2.4% | -25.4% | +27.7% | +1.4% |
| 30D | -11.6% | -60.9% | +49.3% | -14.5% |
| 3M | +1.6% | -54.2% | +55.8% | +0.3% |
| 6M | +25.2% | -65.0% | +90.2% | +23.1% |
| YTD | +3.8% | -76.5% | +80.3% | +2.3% |
| 1Y | +36.3% | -23.4% | +59.7% | +46.3% |
| All | +60.3% | -99.2% | +159.5% | +50.7% |
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