-9.3%
MOD vs MSTZ
-99.2%
+89.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.3% | +0.9% |
| 7D | +16.1% | +25.6% | -9.5% | +19.2% |
| 30D | -38.5% | +50.6% | -89.1% | -34.7% |
| 3M | -46.8% | -64.5% | +17.7% | -49.9% |
| 6M | -61.6% | -14.0% | -47.6% | -58.2% |
| YTD | -20.5% | -76.4% | +55.9% | -20.0% |
| 1Y | -28.0% | -56.2% | +28.2% | -19.7% |
| All | -9.3% | -99.2% | +89.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling