+158.2%
MP vs MSTZ
-99.3%
+257.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.6% | -11.0% | -2.5% |
| 7D | -3.6% | +21.1% | -24.7% | -1.1% |
| 30D | -21.0% | +40.1% | -61.1% | -16.6% |
| 3M | -33.3% | -66.1% | +32.8% | -38.1% |
| 6M | -45.9% | -20.7% | -25.2% | -42.1% |
| YTD | -27.8% | -78.6% | +50.8% | -27.9% |
| 1Y | -43.2% | -55.5% | +12.3% | -38.1% |
| All | +158.2% | -99.3% | +257.5% | +106.7% |
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 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