-99.2%
MSTZ vs BR
-17.0%
-82.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.5% | +10.7% | +6.6% |
| 7D | -25.4% | -5.9% | -19.4% | -27.8% |
| 30D | -60.9% | +1.9% | -62.8% | -60.0% |
| 3M | -54.2% | +14.7% | -68.8% | -50.4% |
| 6M | -65.0% | -12.8% | -52.2% | -69.5% |
| YTD | -76.5% | -23.0% | -53.5% | -84.1% |
| 1Y | -23.4% | -31.7% | +8.3% | -58.1% |
| All | -99.2% | -17.0% | -82.1% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling