+19.3%
MSCI vs MSTZ
-99.4%
+118.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +15.4% | +22.2% | -6.8% | +16.3% |
| 3M | +13.4% | -70.4% | +83.8% | +11.6% |
| 6M | +10.9% | -31.0% | +41.9% | +11.7% |
| YTD | +13.0% | -81.0% | +94.0% | +12.3% |
| 1Y | +12.0% | -61.2% | +73.2% | +13.4% |
| All | +19.3% | -99.4% | +118.7% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling