-55.5%
MSTZ vs DAR
+57.1%
-112.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.5% | +8.4% |
| 7D | +21.1% | -3.8% | +24.9% | +23.0% |
| 30D | +40.1% | -14.4% | +54.5% | +49.6% |
| 3M | -66.1% | -17.9% | -48.2% | -61.6% |
| 6M | -20.7% | -18.3% | -2.4% | -9.1% |
| YTD | -78.6% | +43.2% | -121.9% | -69.1% |
| 1Y | -55.5% | +57.7% | -113.2% | -32.8% |
| All | -55.5% | +57.1% | -112.6% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling