+30.5%
MMM vs MSTZ
-99.2%
+129.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.8% | -0.3% |
| 7D | -1.6% | -25.4% | +23.8% | -2.3% |
| 30D | -8.0% | -60.9% | +52.9% | -10.2% |
| 3M | +9.4% | -54.2% | +63.5% | +8.2% |
| 6M | +10.2% | -65.0% | +75.2% | +8.7% |
| YTD | +6.1% | -76.5% | +82.6% | +5.0% |
| 1Y | +10.8% | -23.4% | +34.2% | +16.2% |
| All | +30.5% | -99.2% | +129.7% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling