+286.2%
MP vs MSTZ
-99.3%
+385.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.7% |
| 7D | -2.9% | -29.7% | +26.9% | -5.9% |
| 30D | +13.8% | -65.3% | +79.1% | +2.8% |
| 3M | -16.7% | -57.3% | +40.6% | -20.2% |
| 6M | -11.5% | -61.6% | +50.1% | -13.5% |
| YTD | +7.9% | -78.3% | +86.2% | +4.7% |
| 1Y | -15.0% | -30.2% | +15.2% | -5.1% |
| All | +286.2% | -99.3% | +385.5% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling