-40.7%
MP vs MSTZ
-57.2%
+16.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.4% |
| 7D | +2.3% | +31.0% | -28.7% | +6.6% |
| 30D | -15.3% | +34.0% | -49.2% | -10.2% |
| 3M | -33.5% | -67.7% | +34.2% | -40.2% |
| 6M | -45.5% | -14.9% | -30.6% | -38.4% |
| YTD | -27.3% | -79.1% | +51.8% | -27.1% |
| 1Y | -40.7% | -58.9% | +18.2% | -32.4% |
| All | -40.7% | -57.2% | +16.5% | -32.4% |
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