+19.4%
MA vs MSTZ
-54.6%
+73.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.5% |
| 7D | -0.3% | +4.3% | -4.6% | -0.3% |
| 30D | +11.3% | +30.2% | -18.8% | +11.4% |
| 3M | +16.7% | -66.9% | +83.6% | +16.8% |
| 6M | +32.8% | -26.3% | +59.1% | +31.5% |
| YTD | +15.6% | -80.1% | +95.7% | +13.1% |
| All | +19.4% | -54.6% | +73.9% | +15.5% |
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