-61.6%
MSTZ vs DOC
+21.8%
-83.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.7% |
| 7D | -29.7% | -1.5% | -28.2% | -30.3% |
| 30D | -65.3% | -4.8% | -60.5% | -65.7% |
| 3M | -57.3% | +6.9% | -64.2% | -56.2% |
| 6M | -61.6% | +20.7% | -82.4% | -60.2% |
| All | -61.6% | +21.8% | -83.4% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling