+27.1%
MDB vs MSTZ
-99.2%
+126.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.2% | -11.6% | -2.7% |
| 7D | -18.0% | -25.4% | +7.4% | -19.4% |
| 30D | -10.7% | -60.9% | +50.1% | -16.0% |
| 3M | +1.0% | -54.2% | +55.2% | -1.7% |
| 6M | +31.6% | -65.0% | +96.6% | +27.3% |
| YTD | -15.2% | -76.5% | +61.3% | -17.3% |
| 1Y | +10.1% | -23.4% | +33.5% | +19.2% |
| All | +27.1% | -99.2% | +126.3% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling