-99.3%
MSTZ vs DAR
+41.3%
-140.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.3% |
| 7D | -1.2% | -9.9% | +8.7% | -5.9% |
| 30D | +22.2% | -16.4% | +38.6% | +12.2% |
| 3M | -70.4% | -17.1% | -53.3% | -73.3% |
| 6M | -31.0% | -20.5% | -10.5% | -39.2% |
| YTD | -81.0% | +39.4% | -120.5% | -73.2% |
| 1Y | -61.2% | +57.2% | -118.4% | -38.4% |
| All | -99.3% | +41.3% | -140.7% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling