-99.1%
MSTZ vs ALM
+504.9%
-604.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +7.7% |
| 7D | +30.8% | +1.2% | +29.5% | +31.9% |
| 30D | +41.2% | -19.3% | +60.5% | +34.0% |
| 3M | -60.9% | -40.6% | -20.3% | -65.2% |
| 6M | -15.7% | -57.9% | +42.2% | -28.3% |
| YTD | -75.2% | -6.7% | -68.5% | -72.1% |
| 1Y | -59.8% | +20.2% | -80.0% | -52.0% |
| All | -99.1% | +504.9% | -604.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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