+160.1%
MP vs MSTZ
-99.3%
+259.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.5% |
| 7D | +2.3% | +31.0% | -28.7% | +5.9% |
| 30D | -15.3% | +34.0% | -49.2% | -11.1% |
| 3M | -33.5% | -67.7% | +34.2% | -38.6% |
| 6M | -45.5% | -14.9% | -30.6% | -41.1% |
| YTD | -27.3% | -79.1% | +51.8% | -27.5% |
| 1Y | -40.7% | -58.9% | +18.2% | -36.0% |
| All | +160.1% | -99.3% | +259.4% | +107.7% |
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 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