-7.7%
MDB vs MSTZ
-63.1%
+55.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -3.3% |
| 7D | -16.5% | +0.7% | -17.3% | -16.1% |
| 30D | -8.6% | +16.6% | -25.2% | -5.6% |
| 3M | -13.6% | -74.7% | +61.1% | -21.5% |
| 6M | +24.1% | -43.9% | +68.0% | +26.0% |
| YTD | -21.8% | -84.0% | +62.3% | -26.2% |
| 1Y | -7.7% | -65.1% | +57.4% | +8.9% |
| All | -7.7% | -63.1% | +55.4% | +8.9% |
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