-1.6%
MDLN vs MSTZ
-80.9%
+79.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -9.6% | +27.9% | +18.1% |
| 7D | +24.7% | +0.7% | +23.9% | +24.7% |
| 30D | +12.7% | +16.6% | -3.9% | +13.2% |
| 3M | -4.0% | -74.7% | +70.7% | -5.6% |
| 6M | -8.7% | -43.9% | +35.2% | -7.9% |
| YTD | -3.9% | -84.0% | +80.1% | -3.4% |
| All | -1.6% | -80.9% | +79.3% | -0.1% |
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