+8.2%
MDB vs MSTZ
-19.0%
+27.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +1.3% |
| 7D | -4.5% | -23.6% | +19.0% | -6.4% |
| 30D | -14.0% | -60.7% | +46.7% | -20.4% |
| 3M | +5.3% | -58.3% | +63.6% | +0.5% |
| 6M | +31.9% | -60.0% | +91.9% | +26.7% |
| YTD | -14.6% | -75.2% | +60.6% | -17.6% |
| 1Y | +8.2% | -19.9% | +28.1% | +20.9% |
| All | +8.2% | -19.0% | +27.3% | +20.9% |
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