-99.2%
MSTZ vs BG
+29.2%
-128.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.3% |
| 7D | -29.7% | +2.8% | -32.5% | -29.3% |
| 30D | -65.3% | +12.0% | -77.3% | -64.0% |
| 3M | -57.3% | -7.7% | -49.6% | -59.7% |
| 6M | -61.6% | +4.5% | -66.1% | -61.1% |
| YTD | -78.3% | +35.7% | -114.0% | -73.1% |
| 1Y | -30.2% | +50.1% | -80.3% | -5.8% |
| All | -99.2% | +29.2% | -128.4% | -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