-10.8%
MDLN vs MSTZ
-74.0%
+63.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +3.7% | -29.7% | +33.4% | +3.2% |
| 30D | -0.2% | -65.3% | +65.1% | -1.7% |
| 3M | +6.2% | -57.3% | +63.5% | +5.5% |
| 6M | -14.7% | -61.6% | +47.0% | -14.5% |
| YTD | -12.9% | -78.3% | +65.4% | -12.3% |
| All | -10.8% | -74.0% | +63.3% | -9.3% |
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