+18.5%
MDB vs MSTZ
-99.3%
+117.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +2.1% |
| 7D | -1.0% | +21.1% | -22.1% | +1.1% |
| 30D | -14.0% | +40.1% | -54.1% | -9.9% |
| 3M | -20.3% | -66.1% | +45.8% | -23.8% |
| 6M | +10.9% | -20.7% | +31.6% | +16.5% |
| YTD | -20.9% | -78.6% | +57.7% | -21.3% |
| 1Y | -11.2% | -55.5% | +44.3% | -5.9% |
| All | +18.5% | -99.3% | +117.8% | +14.8% |
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