-99.2%
MSTZ vs BB
+278.4%
-377.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -3.0% | +15.8% | +10.6% |
| 7D | +25.6% | +9.0% | +16.6% | +34.3% |
| 30D | +50.6% | +7.7% | +42.9% | +69.3% |
| 3M | -64.5% | +4.0% | -68.5% | -58.6% |
| 6M | -14.0% | +46.6% | -60.6% | +39.0% |
| YTD | -76.4% | +140.6% | -217.0% | -32.2% |
| 1Y | -56.2% | +103.1% | -159.4% | +9.2% |
| All | -99.2% | +278.4% | -377.6% | -95.3% |
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