-65.1%
MSTZ vs BR
-14.2%
-50.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.0% | -12.6% | -9.4% |
| 7D | +0.7% | +7.0% | -6.2% | +1.0% |
| 30D | +16.6% | +19.0% | -2.4% | +17.6% |
| 3M | -74.7% | +13.1% | -87.8% | -75.0% |
| 6M | -43.9% | +24.6% | -68.5% | -47.5% |
| YTD | -84.0% | -13.6% | -70.4% | -79.8% |
| 1Y | -65.1% | -13.1% | -52.0% | -55.7% |
| All | -65.1% | -14.2% | -50.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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