-99.3%
MSTZ vs BB
+262.7%
-362.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +4.1% |
| 7D | -1.2% | +3.8% | -5.0% | +2.9% |
| 30D | +22.2% | -0.3% | +22.5% | +29.9% |
| 3M | -70.4% | -0.5% | -69.9% | -66.6% |
| 6M | -31.0% | +45.9% | -76.9% | +11.7% |
| YTD | -81.0% | +130.6% | -211.7% | -47.4% |
| 1Y | -61.2% | +89.2% | -150.3% | -8.8% |
| All | -99.3% | +262.7% | -362.0% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling