+1.9%
META vs MSTZ
-54.6%
+56.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +5.3% |
| 7D | +5.7% | +4.3% | +1.4% | +6.0% |
| 30D | -10.8% | +30.2% | -40.9% | -9.5% |
| 3M | +8.4% | -66.9% | +75.3% | +7.3% |
| 6M | +5.4% | -26.3% | +31.7% | +5.6% |
| YTD | -2.6% | -80.1% | +77.5% | -5.2% |
| All | +1.9% | -54.6% | +56.4% | +0.7% |
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