-59.6%
MSTR vs MSTZ
-19.0%
-40.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -0.1% |
| 7D | +7.7% | -23.6% | +31.3% | -0.3% |
| 30D | +36.3% | -60.7% | +97.1% | -0.6% |
| 3M | +13.4% | -58.3% | +71.7% | -0.8% |
| 6M | -4.5% | -60.0% | +55.5% | -1.7% |
| YTD | -12.7% | -75.2% | +62.6% | -2.1% |
| 1Y | -59.6% | -19.9% | -39.7% | -2.4% |
| All | -59.6% | -19.0% | -40.6% | -2.4% |
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 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