-15.9%
MSTR vs MSTZ
-99.2%
+83.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.4% | 0.0% |
| 7D | -13.4% | +30.8% | -44.2% | +0.1% |
| 30D | -22.1% | +41.2% | -63.3% | 0.0% |
| 3M | +15.0% | -60.9% | +75.9% | -1.1% |
| 6M | -37.3% | -15.7% | -21.6% | -1.2% |
| YTD | -26.5% | -75.2% | +48.7% | -2.4% |
| 1Y | -46.5% | -59.8% | +13.3% | -2.5% |
| All | -15.9% | -99.2% | +83.3% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling