-16.4%
MLM vs MSTZ
-29.5%
+13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.2% |
| 7D | -2.9% | -29.7% | +26.8% | -3.3% |
| 30D | -6.8% | -65.3% | +58.5% | -8.3% |
| 3M | -11.2% | -57.3% | +46.1% | -11.4% |
| 6M | -21.8% | -61.6% | +39.8% | -21.8% |
| YTD | -17.0% | -78.3% | +61.3% | -17.9% |
| 1Y | -16.4% | -30.2% | +13.9% | -13.8% |
| All | -16.4% | -29.5% | +13.1% | -13.8% |
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