+22.9%
MSCI vs MSTZ
-99.2%
+122.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.5% |
| 7D | +3.0% | +30.8% | -27.8% | +3.8% |
| 30D | +17.8% | +41.2% | -23.4% | +19.2% |
| 3M | +15.2% | -60.9% | +76.1% | +14.2% |
| 6M | +16.5% | -15.7% | +32.2% | +18.0% |
| YTD | +16.4% | -75.2% | +91.6% | +16.5% |
| 1Y | +16.8% | -59.8% | +76.6% | +18.5% |
| All | +22.9% | -99.2% | +122.1% | +21.8% |
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 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