-0.4%
MCO vs MSTZ
-99.1%
+98.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.5% |
| 7D | -3.8% | +17.0% | -20.8% | -3.2% |
| 30D | -0.4% | -61.8% | +61.4% | -3.0% |
| 3M | +7.7% | -54.6% | +62.3% | +6.3% |
| 6M | +7.0% | -59.3% | +66.2% | +6.0% |
| YTD | -6.4% | -74.6% | +68.2% | -7.1% |
| 1Y | -7.6% | -18.8% | +11.2% | -3.5% |
| All | -0.4% | -99.1% | +98.7% | +1.8% |
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