-65.1%
MSTZ vs BB
+88.0%
-153.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.0% | -16.5% | -5.5% |
| 7D | +0.7% | -6.8% | +7.5% | -1.8% |
| 30D | +16.6% | -3.5% | +20.1% | +20.7% |
| 3M | -74.7% | -1.2% | -73.4% | -72.3% |
| 6M | -43.9% | +57.0% | -100.9% | -12.3% |
| YTD | -84.0% | +131.1% | -215.2% | -54.5% |
| 1Y | -65.1% | +87.6% | -152.7% | -24.7% |
| All | -65.1% | +88.0% | -153.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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