-8.1%
MCD vs MSTZ
-99.2%
+91.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.1% | 0.0% |
| 7D | -2.0% | -25.4% | +23.3% | -2.0% |
| 30D | -6.1% | -60.9% | +54.7% | -6.1% |
| 3M | -7.3% | -54.2% | +46.9% | -7.2% |
| 6M | -20.9% | -65.0% | +44.1% | -21.0% |
| YTD | -14.7% | -76.5% | +61.8% | -14.7% |
| 1Y | -16.1% | -23.4% | +7.3% | -16.1% |
| All | -8.1% | -99.2% | +91.1% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling