-99.3%
MSTZ vs COO
-43.4%
-56.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | -0.6% |
| 7D | -1.2% | +4.7% | -5.9% | +2.7% |
| 30D | +22.2% | +13.9% | +8.3% | +35.4% |
| 3M | -70.4% | -14.9% | -55.5% | -72.8% |
| 6M | -31.0% | +2.0% | -33.0% | -27.2% |
| YTD | -81.0% | -23.9% | -57.1% | -84.3% |
| 1Y | -61.2% | -9.6% | -51.5% | -62.2% |
| All | -99.3% | -43.4% | -56.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling