-99.2%
MSTZ vs BB
+219.5%
-318.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -29.7% | -5.6% | -24.1% | -31.9% |
| 30D | -65.3% | -11.8% | -53.5% | -67.2% |
| 3M | -57.3% | -25.5% | -31.8% | -63.0% |
| 6M | -61.6% | +121.3% | -182.9% | -8.6% |
| YTD | -78.3% | +103.2% | -181.4% | -49.7% |
| 1Y | -30.2% | +102.6% | -132.9% | +69.5% |
| All | -99.2% | +219.5% | -318.7% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling