-99.2%
MSTZ vs DAR
+55.9%
-155.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.2% | +10.6% | +13.8% |
| 7D | +25.6% | +9.2% | +16.4% | +30.8% |
| 30D | +50.6% | -12.3% | +62.8% | +41.4% |
| 3M | -64.5% | -12.7% | -51.8% | -67.5% |
| 6M | -14.0% | -12.8% | -1.2% | -21.3% |
| YTD | -76.4% | +53.8% | -130.2% | -65.0% |
| 1Y | -56.2% | +60.3% | -116.5% | -32.3% |
| All | -99.2% | +55.9% | -155.1% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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