-99.2%
MSTZ vs COO
-42.3%
-57.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.2% |
| 7D | +21.1% | +4.5% | +16.6% | +25.8% |
| 30D | +40.1% | +16.9% | +23.2% | +58.2% |
| 3M | -66.1% | -16.7% | -49.4% | -69.4% |
| 6M | -20.7% | +5.9% | -26.7% | -13.4% |
| YTD | -78.6% | -22.4% | -56.2% | -82.0% |
| 1Y | -55.5% | -10.1% | -45.4% | -57.2% |
| All | -99.2% | -42.3% | -57.0% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling