-13.4%
MLM vs MSTZ
-54.6%
+41.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +2.6% |
| 7D | -3.8% | +4.3% | -8.1% | -3.7% |
| 30D | +11.0% | +30.2% | -19.2% | +11.7% |
| 3M | -3.1% | -66.9% | +63.8% | -4.2% |
| 6M | -9.8% | -26.3% | +16.6% | -7.4% |
| YTD | -14.4% | -80.1% | +65.8% | -15.5% |
| All | -13.4% | -54.6% | +41.1% | -14.6% |
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 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