+24.1%
MSI vs MSTZ
-99.2%
+123.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.8% | -13.7% | -0.8% |
| 7D | +2.6% | +25.6% | -23.0% | +2.7% |
| 30D | +18.1% | +50.6% | -32.4% | +18.5% |
| 3M | +13.2% | -64.5% | +77.7% | +12.6% |
| 6M | +36.3% | -14.0% | +50.3% | +37.0% |
| YTD | +39.5% | -76.4% | +115.9% | +39.1% |
| 1Y | +36.9% | -56.2% | +93.1% | +37.6% |
| All | +24.1% | -99.2% | +123.3% | +27.8% |
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 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