-99.3%
MSTZ vs BG
+9.1%
-108.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.0% |
| 7D | +31.0% | +3.4% | +27.7% | +31.7% |
| 30D | +34.0% | -3.8% | +37.7% | +33.2% |
| 3M | -67.7% | -9.6% | -58.1% | -68.1% |
| 6M | -14.9% | -19.5% | +4.6% | -21.6% |
| YTD | -79.1% | +14.6% | -93.7% | -74.9% |
| 1Y | -58.9% | +6.6% | -65.6% | -53.1% |
| All | -99.3% | +9.1% | -108.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling