-99.2%
MSTZ vs DOC
+6.6%
-105.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.3% |
| 7D | -29.7% | -1.5% | -28.2% | -30.5% |
| 30D | -65.3% | -4.8% | -60.5% | -66.1% |
| 3M | -57.3% | +6.9% | -64.2% | -55.0% |
| 6M | -61.6% | +20.7% | -82.4% | -55.0% |
| YTD | -78.3% | +34.1% | -112.4% | -71.5% |
| 1Y | -30.2% | +22.6% | -52.9% | -13.2% |
| All | -99.2% | +6.6% | -105.8% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling