+16.0%
MOD vs MSTZ
-99.2%
+115.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +4.9% | +22.9% | +28.4% |
| 7D | +40.4% | +30.8% | +9.7% | +44.7% |
| 30D | -14.0% | +41.2% | -55.2% | -9.6% |
| 3M | -33.3% | -60.9% | +27.6% | -36.6% |
| 6M | -51.4% | -15.7% | -35.7% | -47.3% |
| YTD | +1.6% | -75.2% | +76.8% | +2.8% |
| 1Y | +5.4% | -59.8% | +65.2% | +15.3% |
| All | +16.0% | -99.2% | +115.2% | +4.5% |
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 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