-0.3%
MS vs MSTZ
-8.3%
+8.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.8% | -13.6% | 0.0% |
| 7D | +3.7% | +25.6% | -21.9% | +5.2% |
| 30D | +2.0% | +50.6% | -48.6% | +5.3% |
| 3M | -12.6% | -64.5% | +52.0% | -14.7% |
| 6M | -0.3% | -14.0% | +13.7% | +8.2% |
| All | -0.3% | -8.3% | +8.0% | +8.2% |
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 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