-56.2%
MSTZ vs BG
+6.6%
-62.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +13.0% |
| 7D | +25.6% | +1.5% | +24.1% | +24.5% |
| 30D | +50.6% | -7.0% | +57.6% | +56.5% |
| 3M | -64.5% | -10.0% | -54.5% | -60.7% |
| 6M | -14.0% | -19.8% | +5.8% | -6.2% |
| YTD | -76.4% | +14.3% | -90.7% | -63.5% |
| 1Y | -56.2% | +6.5% | -62.7% | -34.0% |
| All | -56.2% | +6.6% | -62.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling