-20.7%
MDLN vs MSTZ
-69.6%
+49.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.4% |
| 7D | -11.1% | +17.0% | -28.1% | -10.8% |
| 30D | -8.4% | -61.8% | +53.4% | -9.5% |
| 3M | -12.4% | -54.6% | +42.2% | -12.9% |
| 6M | -23.3% | -59.3% | +36.0% | -22.9% |
| YTD | -22.5% | -74.6% | +52.0% | -21.7% |
| All | -20.7% | -69.6% | +49.0% | -19.1% |
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 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