-2.8%
MSTR vs MSTZ
-99.4%
+96.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | +0.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.1% |
| 30D | -15.9% | +22.2% | -38.1% | -0.1% |
| 3M | +33.1% | -70.4% | +103.5% | -1.1% |
| 6M | -31.0% | -31.0% | 0.0% | -1.2% |
| YTD | -15.1% | -81.0% | +65.9% | -2.5% |
| 1Y | -45.6% | -61.2% | +15.5% | -2.6% |
| All | -2.8% | -99.4% | +96.5% | -8.4% |
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