+47.5%
MMM vs MSTZ
-99.3%
+146.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +0.7% |
| 7D | +7.0% | +21.1% | -14.2% | +7.8% |
| 30D | +18.4% | +40.1% | -21.7% | +20.2% |
| 3M | +4.5% | -66.1% | +70.6% | +2.3% |
| 6M | +33.4% | -20.7% | +54.2% | +36.5% |
| YTD | +20.0% | -78.6% | +98.6% | +19.3% |
| 1Y | +15.0% | -55.5% | +70.5% | +18.4% |
| All | +47.5% | -99.3% | +146.8% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling