-3.9%
MCD vs MSTZ
-63.1%
+59.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.6% | +16.1% | +6.5% |
| 7D | +11.9% | +0.7% | +11.1% | +11.8% |
| 30D | +20.2% | +16.6% | +3.6% | +20.2% |
| 3M | +5.2% | -74.7% | +79.8% | +5.3% |
| 6M | 0.0% | -43.9% | +43.9% | +0.2% |
| YTD | -6.5% | -84.0% | +77.5% | -6.8% |
| 1Y | -3.9% | -65.1% | +61.2% | -3.1% |
| All | -3.9% | -63.1% | +59.1% | -3.1% |
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 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