-42.3%
MSTR vs MSTZ
-63.1%
+20.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.6% | +14.7% | +0.3% |
| 7D | -1.8% | +0.7% | -2.5% | +0.1% |
| 30D | -13.3% | +16.6% | -29.9% | 0.0% |
| 3M | +46.0% | -74.7% | +120.6% | -0.8% |
| 6M | -22.4% | -43.9% | +21.5% | -1.2% |
| YTD | -6.2% | -84.0% | +77.8% | -2.1% |
| 1Y | -42.3% | -65.1% | +22.8% | -2.2% |
| All | -42.3% | -63.1% | +20.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling