-10.2%
MOS vs MSTZ
-99.2%
+89.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.8% | -17.4% | -4.1% |
| 7D | -2.6% | +25.6% | -28.1% | -1.7% |
| 30D | +13.5% | +50.6% | -37.1% | +15.6% |
| 3M | -2.9% | -64.5% | +61.6% | -5.2% |
| 6M | -1.0% | -14.0% | +13.0% | +1.1% |
| YTD | -7.2% | -76.4% | +69.2% | -7.6% |
| 1Y | -11.4% | -56.2% | +44.8% | -9.1% |
| All | -10.2% | -99.2% | +89.0% | -13.1% |
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