+14.0%
MDT vs MSTZ
-99.3%
+113.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.2% |
| 7D | +3.2% | -29.7% | +32.9% | +2.9% |
| 30D | +9.5% | -65.3% | +74.8% | +8.4% |
| 3M | +16.0% | -57.3% | +73.3% | +15.5% |
| 6M | +0.2% | -61.6% | +61.8% | -0.2% |
| YTD | -0.3% | -78.3% | +78.0% | -0.7% |
| 1Y | +4.7% | -30.2% | +35.0% | +7.1% |
| All | +14.0% | -99.3% | +113.2% | +11.3% |
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