-11.5%
MDLZ vs MSTZ
-99.2%
+87.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.2% |
| 7D | 0.0% | -23.6% | +23.5% | +0.1% |
| 30D | +1.4% | -60.7% | +62.2% | +1.8% |
| 3M | 0.0% | -58.3% | +58.3% | +0.2% |
| 6M | +9.1% | -60.0% | +69.2% | +9.2% |
| YTD | +17.9% | -75.2% | +93.2% | +18.1% |
| 1Y | +3.2% | -19.9% | +23.1% | +2.9% |
| All | -11.5% | -99.2% | +87.7% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling