-32.6%
MOD vs MSTZ
-63.1%
+30.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.6% | -11.9% | -22.1% |
| 7D | -31.3% | +0.7% | -32.1% | -31.2% |
| 30D | -46.1% | +16.6% | -62.7% | -45.0% |
| 3M | -51.1% | -74.7% | +23.5% | -53.8% |
| 6M | -62.1% | -43.9% | -18.1% | -60.5% |
| YTD | -26.2% | -84.0% | +57.8% | -29.1% |
| 1Y | -32.6% | -65.1% | +32.5% | -27.0% |
| All | -32.6% | -63.1% | +30.5% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling