+5.8%
MOS vs MSTZ
-99.3%
+105.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.5% |
| 7D | +9.5% | -29.7% | +39.3% | +8.4% |
| 30D | +10.4% | -65.3% | +75.7% | +6.8% |
| 3M | +12.9% | -57.3% | +70.2% | +11.1% |
| 6M | +1.2% | -61.6% | +62.9% | 0.0% |
| YTD | +9.3% | -78.3% | +87.6% | +7.5% |
| 1Y | -18.0% | -30.2% | +12.3% | -14.4% |
| All | +5.8% | -99.3% | +105.1% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling