-99.1%
MSTZ vs DTE
+14.6%
-113.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.3% |
| 7D | -23.6% | 0.0% | -23.6% | -23.5% |
| 30D | -60.7% | -0.5% | -60.2% | -60.8% |
| 3M | -58.3% | -6.0% | -52.2% | -59.0% |
| 6M | -60.0% | -7.2% | -52.8% | -61.3% |
| YTD | -75.2% | +7.2% | -82.4% | -73.1% |
| 1Y | -19.9% | +4.1% | -23.9% | -15.2% |
| All | -99.1% | +14.6% | -113.8% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DTE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling