+8.1%
MAS vs MSTZ
-99.3%
+107.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -1.8% | +31.0% | -32.8% | -0.8% |
| 30D | +23.6% | +34.0% | -10.4% | +25.2% |
| 3M | +12.4% | -67.7% | +80.1% | +9.7% |
| 6M | +21.9% | -14.9% | +36.8% | +24.8% |
| YTD | +36.1% | -79.1% | +115.2% | +35.7% |
| 1Y | +39.5% | -58.9% | +98.4% | +43.1% |
| All | +8.1% | -99.3% | +107.4% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling