+19.9%
MDT vs MSTZ
-63.1%
+83.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.6% | +15.7% | +6.1% |
| 7D | +10.7% | +0.7% | +10.0% | +10.7% |
| 30D | +19.3% | +16.6% | +2.7% | +19.2% |
| 3M | +22.8% | -74.7% | +97.4% | +22.8% |
| 6M | +36.4% | -43.9% | +80.3% | +36.4% |
| YTD | +12.1% | -84.0% | +96.1% | +11.9% |
| 1Y | +19.9% | -65.1% | +85.0% | +24.7% |
| All | +19.9% | -63.1% | +83.0% | +24.7% |
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