-51.3%
MP vs MSTZ
-32.8%
-18.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -21.2% |
| 3M | -25.4% | -70.4% | +45.0% | -29.9% |
| 6M | -51.3% | -31.0% | -20.3% | -55.7% |
| All | -51.3% | -32.8% | -18.5% | -55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling