+29.7%
MET vs MSTZ
-99.1%
+128.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +0.2% |
| 7D | -0.5% | +17.0% | -17.5% | +0.2% |
| 30D | +0.5% | -61.8% | +62.3% | -2.5% |
| 3M | +11.6% | -54.6% | +66.2% | +10.1% |
| 6M | +40.8% | -59.3% | +100.0% | +39.5% |
| YTD | +25.7% | -74.6% | +100.2% | +24.5% |
| 1Y | +24.4% | -18.8% | +43.2% | +31.5% |
| All | +29.7% | -99.1% | +128.8% | +15.7% |
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 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