+15.8%
MGY vs MSTZ
-99.1%
+114.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +0.1% |
| 7D | +3.5% | +17.0% | -13.5% | +4.1% |
| 30D | +5.3% | -61.8% | +67.1% | +2.8% |
| 3M | +2.6% | -54.6% | +57.2% | +1.7% |
| 6M | -3.3% | -59.3% | +56.0% | -3.9% |
| YTD | +29.2% | -74.6% | +103.8% | +28.4% |
| 1Y | +18.0% | -18.8% | +36.8% | +27.1% |
| All | +15.8% | -99.1% | +114.9% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling