+174.5%
MP vs MSTZ
-99.2%
+273.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +4.1% |
| 7D | +9.5% | +30.8% | -21.3% | +13.0% |
| 30D | -3.0% | +41.2% | -44.2% | +2.4% |
| 3M | -30.4% | -60.9% | +30.5% | -34.3% |
| 6M | -39.2% | -15.7% | -23.5% | -34.5% |
| YTD | -23.3% | -75.2% | +51.9% | -22.0% |
| 1Y | -32.6% | -59.8% | +27.2% | -27.3% |
| All | +174.5% | -99.2% | +273.7% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling