+64.6%
M vs MSTZ
-99.3%
+163.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.7% |
| 7D | +4.7% | -29.7% | +34.4% | +3.5% |
| 30D | -9.6% | -65.3% | +55.6% | -13.1% |
| 3M | +0.9% | -57.3% | +58.2% | -0.7% |
| 6M | +22.3% | -61.6% | +83.9% | +20.9% |
| YTD | +6.5% | -78.3% | +84.8% | +4.6% |
| 1Y | +38.8% | -30.2% | +69.0% | +48.2% |
| All | +64.6% | -99.3% | +163.9% | +54.1% |
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