-99.2%
MSTZ vs COO
-36.8%
-62.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.5% |
| 7D | -29.7% | -2.2% | -27.5% | -30.5% |
| 30D | -65.3% | -7.0% | -58.3% | -67.1% |
| 3M | -57.3% | +12.2% | -69.5% | -53.5% |
| 6M | -61.6% | -15.1% | -46.5% | -67.7% |
| YTD | -78.3% | -15.1% | -63.2% | -81.1% |
| 1Y | -30.2% | +2.3% | -32.6% | -26.5% |
| All | -99.2% | -36.8% | -62.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling