-99.1%
MSTZ vs BR
-17.5%
-81.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.9% |
| 7D | +17.0% | -3.0% | +20.0% | +14.9% |
| 30D | -61.8% | -0.3% | -61.5% | -61.4% |
| 3M | -54.6% | +17.3% | -71.9% | -50.0% |
| 6M | -59.3% | -6.7% | -52.6% | -62.4% |
| YTD | -74.6% | -23.4% | -51.1% | -82.9% |
| 1Y | -18.8% | -32.7% | +13.9% | -56.5% |
| All | -99.1% | -17.5% | -81.6% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling