0.0%
MLM vs MSTZ
-99.3%
+99.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.6% | -8.1% | -0.3% |
| 7D | -2.9% | +21.1% | -24.0% | -2.2% |
| 30D | +10.4% | +40.1% | -29.7% | +11.9% |
| 3M | -3.7% | -66.1% | +62.4% | -5.7% |
| 6M | -10.3% | -20.7% | +10.5% | -8.2% |
| YTD | -14.8% | -78.6% | +63.8% | -15.1% |
| 1Y | -13.9% | -55.5% | +41.6% | -11.4% |
| All | 0.0% | -99.3% | +99.3% | -4.9% |
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