+2.6%
MSCI vs MSTZ
-99.2%
+101.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.2% | -12.0% | -3.6% |
| 7D | -2.1% | -25.4% | +23.3% | -2.5% |
| 30D | -1.7% | -60.9% | +59.1% | -3.3% |
| 3M | -8.2% | -54.2% | +46.0% | -9.0% |
| 6M | -2.4% | -65.0% | +62.5% | -3.4% |
| YTD | -2.8% | -76.5% | +73.7% | -3.5% |
| 1Y | -2.7% | -23.4% | +20.7% | -0.2% |
| All | +2.6% | -99.2% | +101.8% | +0.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling