+23.3%
MSFT vs MSTZ
-99.2%
+122.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.5% | +1.1% |
| 7D | -2.4% | +25.6% | -28.0% | -1.1% |
| 30D | -3.8% | +50.6% | -54.3% | -0.9% |
| 3M | +6.4% | -64.5% | +70.9% | +3.2% |
| 6M | +28.8% | -14.0% | +42.8% | +33.3% |
| YTD | +8.8% | -76.4% | +85.2% | +9.0% |
| 1Y | +3.2% | -56.2% | +59.4% | +6.8% |
| All | +23.3% | -99.2% | +122.5% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling