-9.5%
MOS vs MSTZ
-99.2%
+89.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.9% |
| 7D | -2.0% | +30.8% | -32.7% | -0.9% |
| 30D | +15.3% | +41.2% | -25.9% | +17.2% |
| 3M | +1.5% | -60.9% | +62.4% | -0.5% |
| 6M | -2.0% | -15.7% | +13.7% | 0.0% |
| YTD | -6.5% | -75.2% | +68.7% | -6.8% |
| 1Y | -11.1% | -59.8% | +48.7% | -9.2% |
| All | -9.5% | -99.2% | +89.6% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling