-65.1%
MSTZ vs COO
-7.7%
-57.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.5% | -7.7% |
| 7D | +0.7% | +8.4% | -7.7% | +3.4% |
| 30D | +16.6% | +13.5% | +3.1% | +21.8% |
| 3M | -74.7% | -13.8% | -60.9% | -74.1% |
| 6M | -43.9% | +4.7% | -48.6% | -39.8% |
| YTD | -84.0% | -21.4% | -62.6% | -85.1% |
| 1Y | -65.1% | -6.7% | -58.3% | -70.4% |
| All | -65.1% | -7.7% | -57.4% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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