+20.0%
META vs MSTZ
-99.3%
+119.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.5% |
| 7D | +3.3% | +21.1% | -17.8% | +4.7% |
| 30D | -10.8% | +40.1% | -50.8% | -8.2% |
| 3M | +7.9% | -66.1% | +74.0% | +4.3% |
| 6M | +5.4% | -20.7% | +26.1% | +9.2% |
| YTD | -2.6% | -78.6% | +76.0% | -3.3% |
| 1Y | +1.9% | -55.5% | +57.4% | +7.9% |
| All | +20.0% | -99.3% | +119.3% | +19.2% |
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