+22.3%
M vs MSTZ
-63.6%
+85.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.6% |
| 7D | +4.7% | -29.7% | +34.4% | +4.2% |
| 30D | -9.6% | -65.3% | +55.6% | -11.3% |
| 3M | +0.9% | -57.3% | +58.2% | +1.9% |
| 6M | +22.3% | -61.6% | +83.9% | +20.6% |
| All | +22.3% | -63.6% | +85.9% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling