-5.3%
MSTR vs MSTZ
-99.3%
+94.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -0.1% |
| 7D | -4.0% | +4.3% | -8.2% | -0.1% |
| 30D | -18.6% | +30.2% | -48.8% | -0.2% |
| 3M | +25.6% | -66.9% | +92.5% | -1.4% |
| 6M | -33.1% | -26.3% | -6.7% | -1.4% |
| YTD | -17.3% | -80.1% | +62.8% | -2.6% |
| 1Y | -48.1% | -57.5% | +9.4% | -2.6% |
| All | -5.3% | -99.3% | +94.0% | -8.5% |
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