-99.3%
MSTZ vs BR
-6.3%
-93.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | -0.3% |
| 7D | -1.2% | +6.5% | -7.7% | +2.8% |
| 30D | +22.2% | +18.9% | +3.3% | +37.0% |
| 3M | -70.4% | +16.3% | -86.7% | -67.0% |
| 6M | -31.0% | +26.2% | -57.2% | -20.8% |
| YTD | -81.0% | -13.1% | -67.9% | -86.1% |
| 1Y | -61.2% | -10.5% | -50.7% | -70.3% |
| All | -99.3% | -6.3% | -93.0% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling