+10.1%
MAS vs MSTZ
-99.5%
+109.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +5.3% |
| 7D | +14.2% | +0.7% | +13.4% | +14.3% |
| 30D | +26.8% | +16.6% | +10.2% | +27.9% |
| 3M | +13.1% | -74.7% | +87.8% | +9.4% |
| 6M | +27.9% | -43.9% | +71.8% | +29.0% |
| YTD | +38.7% | -84.0% | +122.7% | +36.8% |
| 1Y | +40.4% | -65.1% | +105.5% | +43.2% |
| All | +10.1% | -99.5% | +109.6% | +9.0% |
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