+135.4%
MPC vs MSTZ
-99.4%
+234.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -16.2% | -1.2% | -15.0% | -16.2% |
| 30D | -15.7% | +22.2% | -37.9% | -15.2% |
| 3M | +24.9% | -70.4% | +95.3% | +21.9% |
| 6M | +52.7% | -31.0% | +83.6% | +54.6% |
| YTD | +131.9% | -81.0% | +212.9% | +128.9% |
| 1Y | +96.6% | -61.2% | +157.8% | +100.7% |
| All | +135.4% | -99.4% | +234.8% | +137.2% |
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