+28.5%
MSFT vs MSTZ
-99.3%
+127.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +3.0% |
| 7D | +7.5% | +4.3% | +3.2% | +8.0% |
| 30D | +1.9% | +30.2% | -28.3% | +4.0% |
| 3M | +9.2% | -66.9% | +76.1% | +5.4% |
| 6M | +31.9% | -26.3% | +58.2% | +35.3% |
| YTD | +13.4% | -80.1% | +93.6% | +12.4% |
| 1Y | +10.6% | -57.5% | +68.1% | +14.1% |
| All | +28.5% | -99.3% | +127.9% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling