-99.2%
MSTZ vs DAR
+83.6%
-182.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.2% |
| 7D | -29.7% | +1.4% | -31.1% | -29.6% |
| 30D | -65.3% | +12.8% | -78.1% | -63.2% |
| 3M | -57.3% | +7.4% | -64.7% | -55.9% |
| 6M | -61.6% | +22.3% | -83.9% | -56.4% |
| YTD | -78.3% | +81.1% | -159.4% | -64.9% |
| 1Y | -30.2% | +106.5% | -136.7% | +27.8% |
| All | -99.2% | +83.6% | -182.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling