-18.8%
MRSH vs MSTZ
-99.1%
+80.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | +0.2% |
| 7D | -5.9% | +24.8% | -30.7% | -6.0% |
| 30D | -7.3% | -59.2% | +51.9% | -7.1% |
| 3M | +6.7% | -56.9% | +63.5% | +6.8% |
| 6M | +3.0% | -57.6% | +60.6% | +2.9% |
| YTD | -2.9% | -73.6% | +70.7% | -2.9% |
| 1Y | -9.0% | -15.6% | +6.6% | -8.2% |
| All | -18.8% | -99.1% | +80.3% | -18.9% |
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 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