-11.9%
MOD vs MSTZ
-99.3%
+87.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.6% | -10.5% | -2.0% |
| 7D | -17.8% | +21.1% | -39.0% | -16.0% |
| 30D | -43.2% | +40.1% | -83.3% | -40.2% |
| 3M | -46.0% | -66.1% | +20.0% | -49.5% |
| 6M | -62.2% | -20.7% | -41.5% | -59.2% |
| YTD | -22.8% | -78.6% | +55.8% | -23.2% |
| 1Y | -35.5% | -55.5% | +20.0% | -27.6% |
| All | -11.9% | -99.3% | +87.4% | -21.9% |
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