-99.2%
MSTZ vs DTE
+15.7%
-114.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.4% |
| 7D | -25.4% | +0.9% | -26.3% | -25.2% |
| 30D | -60.9% | -1.9% | -59.0% | -61.1% |
| 3M | -54.2% | -3.3% | -50.9% | -54.5% |
| 6M | -65.0% | -7.1% | -57.9% | -66.3% |
| YTD | -76.5% | +8.1% | -84.6% | -74.4% |
| 1Y | -23.4% | +5.3% | -28.6% | -18.5% |
| All | -99.2% | +15.7% | -114.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling