+16.9%
MDB vs MSTZ
-99.3%
+116.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +5.1% |
| 7D | -0.9% | +4.3% | -5.2% | -0.2% |
| 30D | -15.2% | +30.2% | -45.3% | -11.8% |
| 3M | -17.9% | -66.9% | +49.0% | -21.7% |
| 6M | +9.3% | -26.3% | +35.7% | +14.1% |
| YTD | -22.0% | -80.1% | +58.1% | -23.0% |
| 1Y | -9.3% | -57.5% | +48.2% | -4.4% |
| All | +16.9% | -99.3% | +116.2% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling