+53.6%
MO vs MSTZ
-99.1%
+152.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.0% | +0.3% |
| 7D | +0.1% | +17.0% | -16.9% | 0.0% |
| 30D | +7.1% | -61.8% | +68.9% | +7.7% |
| 3M | -2.0% | -54.6% | +52.6% | -1.6% |
| 6M | +7.3% | -59.3% | +66.6% | +7.6% |
| YTD | +23.5% | -74.6% | +98.0% | +24.0% |
| 1Y | +11.0% | -18.8% | +29.8% | +10.7% |
| All | +53.6% | -99.1% | +152.7% | +54.0% |
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