+11.2%
MDT vs MSTZ
-99.2%
+110.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.5% |
| 7D | -0.3% | -23.6% | +23.2% | -0.5% |
| 30D | +2.8% | -60.7% | +63.5% | +1.9% |
| 3M | +13.1% | -58.3% | +71.4% | +12.5% |
| 6M | +2.3% | -60.0% | +62.4% | +2.0% |
| YTD | -2.7% | -75.2% | +72.5% | -3.0% |
| 1Y | +0.9% | -19.9% | +20.7% | +3.3% |
| All | +11.2% | -99.2% | +110.4% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling