+14.5%
MDB vs MSTZ
-29.5%
+43.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -3.8% |
| 7D | -17.4% | -29.7% | +12.3% | -19.7% |
| 30D | -2.0% | -65.3% | +63.3% | -10.6% |
| 3M | -3.0% | -57.3% | +54.3% | -7.0% |
| 6M | +48.7% | -61.6% | +110.3% | +42.2% |
| YTD | -12.1% | -78.3% | +66.1% | -16.5% |
| 1Y | +14.5% | -30.2% | +44.7% | +26.0% |
| All | +14.5% | -29.5% | +43.9% | +26.0% |
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