+43.5%
MAR vs MSTZ
-99.3%
+142.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.2% |
| 7D | -4.2% | -29.7% | +25.6% | -5.2% |
| 30D | -6.7% | -65.3% | +58.6% | -9.9% |
| 3M | -12.5% | -57.3% | +44.8% | -13.9% |
| 6M | +0.6% | -61.6% | +62.2% | -0.5% |
| YTD | +9.1% | -78.3% | +87.4% | +7.3% |
| 1Y | +26.2% | -30.2% | +56.5% | +34.9% |
| All | +43.5% | -99.3% | +142.8% | +27.4% |
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