+151.2%
MPC vs MSTZ
-99.2%
+250.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.2% | -5.9% | +2.5% |
| 7D | +3.9% | -25.4% | +29.2% | +3.3% |
| 30D | +33.8% | -60.9% | +94.6% | +31.0% |
| 3M | +49.9% | -54.2% | +104.0% | +48.4% |
| 6M | +80.9% | -65.0% | +145.9% | +78.3% |
| YTD | +147.4% | -76.5% | +223.9% | +144.6% |
| 1Y | +123.2% | -23.4% | +146.6% | +133.7% |
| All | +151.2% | -99.2% | +250.4% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling