+42.7%
MKSI vs MSTZ
-63.1%
+105.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.6% | -5.7% |
| 7D | -10.7% | +0.7% | -11.4% | -10.4% |
| 30D | -30.5% | +16.6% | -47.1% | -29.0% |
| 3M | -39.2% | -74.7% | +35.5% | -42.8% |
| 6M | -33.0% | -43.9% | +10.9% | -30.4% |
| YTD | +22.3% | -84.0% | +106.3% | +15.8% |
| 1Y | +42.7% | -65.1% | +107.8% | +41.4% |
| All | +42.7% | -63.1% | +105.8% | +41.4% |
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