-65.1%
MSTZ vs DOC
+21.8%
-86.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -7.3% |
| 7D | +0.7% | +8.7% | -8.0% | +7.0% |
| 30D | +16.6% | +7.6% | +9.0% | +23.0% |
| 3M | -74.7% | -5.3% | -69.4% | -75.5% |
| 6M | -43.9% | +27.6% | -71.5% | -29.7% |
| YTD | -84.0% | +32.4% | -116.4% | -78.4% |
| 1Y | -65.1% | +22.9% | -88.0% | -54.0% |
| All | -65.1% | +21.8% | -86.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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