-99.3%
MSTZ vs DAR
+42.8%
-142.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -3.1% | +20.8% | +16.2% |
| 7D | +13.4% | -8.1% | +21.4% | +9.0% |
| 30D | +37.5% | -17.1% | +54.6% | +25.9% |
| 3M | -69.9% | -12.3% | -57.7% | -71.9% |
| 6M | -32.0% | -21.8% | -10.2% | -41.0% |
| YTD | -81.2% | +40.8% | -122.0% | -73.3% |
| 1Y | -56.1% | +57.4% | -113.4% | -30.5% |
| All | -99.3% | +42.8% | -142.1% | -98.4% |
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