+0.6%
MLM vs MSTZ
-99.3%
+99.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +2.6% |
| 7D | -3.8% | +4.3% | -8.1% | -3.6% |
| 30D | +11.0% | +30.2% | -19.2% | +12.2% |
| 3M | -3.1% | -66.9% | +63.8% | -5.1% |
| 6M | -9.8% | -26.3% | +16.6% | -8.0% |
| YTD | -14.4% | -80.1% | +65.8% | -14.9% |
| 1Y | -12.6% | -57.5% | +44.9% | -10.2% |
| All | +0.6% | -99.3% | +99.9% | -4.6% |
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 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