-99.1%
MSTZ vs BR
-5.3%
-93.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +5.2% |
| 7D | +30.8% | +1.1% | +29.7% | +31.6% |
| 30D | +41.2% | +14.4% | +26.8% | +54.2% |
| 3M | -60.9% | +12.4% | -73.3% | -57.1% |
| 6M | -15.7% | +35.4% | -51.1% | +1.9% |
| YTD | -75.2% | -12.2% | -63.1% | -81.7% |
| 1Y | -59.8% | -12.7% | -47.0% | -70.8% |
| All | -99.1% | -5.3% | -93.8% | -98.8% |
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