+8.4%
MOH vs MSTZ
-18.6%
+27.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.7% | +2.2% |
| 7D | +1.7% | +17.0% | -15.3% | +0.8% |
| 30D | -0.9% | -61.8% | +60.9% | +3.3% |
| 3M | +5.7% | -54.6% | +60.3% | +7.9% |
| 6M | +39.1% | -59.3% | +98.4% | +39.7% |
| YTD | +17.7% | -74.6% | +92.3% | +30.6% |
| 1Y | +8.4% | -18.8% | +27.2% | +29.8% |
| All | +8.4% | -18.6% | +27.0% | +29.8% |
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