-8.8%
MOD vs MSTZ
-99.3%
+90.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.2% |
| 7D | +8.2% | +31.0% | -22.8% | +11.9% |
| 30D | -38.2% | +34.0% | -72.1% | -35.2% |
| 3M | -46.2% | -67.7% | +21.5% | -49.9% |
| 6M | -62.5% | -14.9% | -47.6% | -59.2% |
| YTD | -20.1% | -79.1% | +59.0% | -20.7% |
| 1Y | -29.7% | -58.9% | +29.3% | -22.0% |
| All | -8.8% | -99.3% | +90.5% | -19.4% |
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