-2.0%
MCO vs MSTZ
-99.1%
+97.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.1% | -1.3% |
| 7D | -7.3% | +24.8% | -32.1% | -6.5% |
| 30D | -1.7% | -59.2% | +57.5% | -4.0% |
| 3M | +3.9% | -56.9% | +60.8% | +2.4% |
| 6M | +3.8% | -57.6% | +61.4% | +3.0% |
| YTD | -7.9% | -73.6% | +65.7% | -8.5% |
| 1Y | -6.8% | -15.6% | +8.7% | -2.6% |
| All | -2.0% | -99.1% | +97.1% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling