-9.2%
MOD vs MSTZ
-99.3%
+90.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +10.4% |
| 7D | -13.9% | +4.3% | -18.2% | -13.5% |
| 30D | -41.5% | +30.2% | -71.7% | -39.0% |
| 3M | -45.7% | -66.9% | +21.2% | -49.4% |
| 6M | -61.1% | -26.3% | -34.8% | -58.4% |
| YTD | -20.5% | -80.1% | +59.6% | -21.6% |
| 1Y | -32.1% | -57.5% | +25.4% | -24.2% |
| All | -9.2% | -99.3% | +90.1% | -20.3% |
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 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