-99.1%
MSTZ vs BB
+269.3%
-368.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +3.1% |
| 7D | +30.8% | +1.8% | +28.9% | +32.9% |
| 30D | +41.2% | +8.1% | +33.1% | +58.9% |
| 3M | -60.9% | -1.0% | -59.9% | -56.0% |
| 6M | -15.7% | +45.9% | -61.6% | +36.2% |
| YTD | -75.2% | +134.8% | -210.0% | -30.1% |
| 1Y | -59.8% | +104.6% | -164.4% | +1.2% |
| All | -99.1% | +269.3% | -368.4% | -95.1% |
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