-99.3%
MSTZ vs BB
+282.6%
-381.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +9.1% |
| 7D | +4.3% | +15.0% | -10.7% | +17.1% |
| 30D | +30.2% | +3.5% | +26.7% | +42.0% |
| 3M | -66.9% | +2.7% | -69.6% | -61.8% |
| 6M | -26.3% | +44.7% | -71.1% | +16.8% |
| YTD | -80.1% | +143.3% | -223.4% | -42.6% |
| 1Y | -57.5% | +102.2% | -159.7% | +5.2% |
| All | -99.3% | +282.6% | -381.9% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling