-99.2%
MSTZ vs BG
+34.8%
-134.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.4% | +3.8% | +9.3% |
| 7D | -25.4% | +2.4% | -27.7% | -25.2% |
| 30D | -60.9% | +15.0% | -75.9% | -59.2% |
| 3M | -54.2% | -0.7% | -53.5% | -55.6% |
| 6M | -65.0% | +7.5% | -72.5% | -64.5% |
| YTD | -76.5% | +41.6% | -118.1% | -70.6% |
| 1Y | -23.4% | +50.7% | -74.0% | +0.8% |
| All | -99.2% | +34.8% | -134.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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