-99.3%
MSTZ vs BG
+10.1%
-109.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +5.2% |
| 7D | +4.3% | +7.4% | -3.1% | +5.5% |
| 30D | +30.2% | -1.5% | +31.7% | +29.9% |
| 3M | -66.9% | -6.1% | -60.8% | -66.9% |
| 6M | -26.3% | -18.0% | -8.3% | -31.6% |
| YTD | -80.1% | +15.6% | -95.8% | -76.1% |
| 1Y | -57.5% | +9.6% | -67.0% | -50.8% |
| All | -99.3% | +10.1% | -109.4% | -99.1% |
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