+53.2%
MO vs MSTZ
-99.1%
+152.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.3% | +1.3% |
| 7D | -1.0% | +24.8% | -25.8% | -1.2% |
| 30D | +5.8% | -59.2% | +65.0% | +6.3% |
| 3M | -4.5% | -56.9% | +52.3% | -4.1% |
| 6M | +5.7% | -57.6% | +63.3% | +6.0% |
| YTD | +23.1% | -73.6% | +96.7% | +23.6% |
| 1Y | +10.9% | -15.6% | +26.5% | +10.5% |
| All | +53.2% | -99.1% | +152.3% | +53.5% |
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