-99.2%
MSTZ vs BB
+279.3%
-378.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.0% |
| 7D | +21.1% | +11.6% | +9.5% | +32.9% |
| 30D | +40.1% | +2.6% | +37.5% | +51.9% |
| 3M | -66.1% | +3.5% | -69.6% | -60.7% |
| 6M | -20.7% | +43.5% | -64.2% | +24.9% |
| YTD | -78.6% | +141.2% | -219.8% | -38.6% |
| 1Y | -55.5% | +97.4% | -152.9% | +7.9% |
| All | -99.2% | +279.3% | -378.5% | -95.7% |
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 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