+150.8%
MP vs MSTZ
-99.4%
+250.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +5.0% |
| 7D | -10.5% | -1.2% | -9.3% | -10.4% |
| 30D | -23.5% | +22.2% | -45.7% | -20.6% |
| 3M | -25.4% | -70.4% | +45.0% | -31.9% |
| 6M | -51.3% | -31.0% | -20.3% | -48.6% |
| YTD | -29.9% | -81.0% | +51.1% | -31.0% |
| 1Y | -31.8% | -61.2% | +29.3% | -26.9% |
| All | +150.8% | -99.4% | +250.1% | +97.9% |
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