+51.8%
MO vs MSTZ
-99.2%
+151.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -1.1% |
| 7D | -2.0% | -25.4% | +23.4% | -1.8% |
| 30D | -0.3% | -60.9% | +60.6% | +0.3% |
| 3M | -2.9% | -54.2% | +51.2% | -2.5% |
| 6M | +5.8% | -65.0% | +70.8% | +6.2% |
| YTD | +22.0% | -76.5% | +98.5% | +22.6% |
| 1Y | +10.7% | -23.4% | +34.1% | +10.4% |
| All | +51.8% | -99.2% | +151.0% | +52.3% |
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