-56.2%
MSTZ vs BR
-12.6%
-43.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +12.8% |
| 7D | +25.6% | -1.3% | +26.8% | +25.6% |
| 30D | +50.6% | +13.7% | +36.9% | +51.7% |
| 3M | -64.5% | +13.8% | -78.3% | -64.9% |
| 6M | -14.0% | +29.7% | -43.7% | -20.7% |
| YTD | -76.4% | -12.6% | -63.8% | -69.8% |
| 1Y | -56.2% | -12.4% | -43.8% | -45.5% |
| All | -56.2% | -12.6% | -43.6% | -45.5% |
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