-15.4%
MDLN vs MSTZ
-71.9%
+56.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.2% | -13.4% | -5.0% |
| 7D | -1.2% | -25.4% | +24.2% | -1.5% |
| 30D | -1.5% | -60.9% | +59.3% | -2.7% |
| 3M | +2.6% | -54.2% | +56.8% | +2.0% |
| 6M | -20.9% | -65.0% | +44.1% | -20.6% |
| YTD | -17.4% | -76.5% | +59.1% | -16.7% |
| All | -15.4% | -71.9% | +56.5% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling