-99.3%
MSTZ vs COO
-42.3%
-57.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.4% | +19.1% | +16.7% |
| 7D | +13.4% | +5.3% | +8.1% | +18.5% |
| 30D | +37.5% | +12.5% | +25.0% | +51.5% |
| 3M | -69.9% | -15.1% | -54.8% | -72.5% |
| 6M | -32.0% | +3.7% | -35.7% | -27.4% |
| YTD | -81.2% | -22.5% | -58.7% | -84.2% |
| 1Y | -56.1% | -7.8% | -48.3% | -56.6% |
| All | -99.3% | -42.3% | -57.0% | -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