+49.3%
MOH vs MSTZ
-63.1%
+112.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -9.6% | +18.5% | +9.4% |
| 7D | +14.3% | +0.7% | +13.6% | +14.1% |
| 30D | +16.7% | +16.6% | +0.1% | +14.9% |
| 3M | +18.3% | -74.7% | +93.0% | +25.8% |
| 6M | +15.8% | -43.9% | +59.7% | +12.8% |
| YTD | +30.5% | -84.0% | +114.5% | +51.5% |
| 1Y | +49.3% | -65.1% | +114.4% | +93.8% |
| All | +49.3% | -63.1% | +112.3% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling