-99.2%
MSTZ vs BR
-14.9%
-84.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +0.5% |
| 7D | -29.7% | -5.3% | -24.4% | -31.7% |
| 30D | -65.3% | +6.4% | -71.7% | -63.7% |
| 3M | -57.3% | +13.6% | -71.0% | -54.2% |
| 6M | -61.6% | -6.7% | -54.9% | -64.9% |
| YTD | -78.3% | -21.1% | -57.2% | -85.1% |
| 1Y | -30.2% | -29.6% | -0.7% | -61.0% |
| All | -99.2% | -14.9% | -84.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling