-8.1%
MOS vs MSTZ
-57.2%
+49.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.9% |
| 7D | +5.5% | +31.0% | -25.6% | +6.3% |
| 30D | +21.0% | +34.0% | -13.0% | +22.2% |
| 3M | -0.5% | -67.7% | +67.2% | -2.8% |
| 6M | +6.6% | -14.9% | +21.5% | +7.2% |
| YTD | -2.8% | -79.1% | +76.3% | -3.9% |
| 1Y | -8.1% | -58.9% | +50.9% | -10.0% |
| All | -8.1% | -57.2% | +49.1% | -10.0% |
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