-99.3%
MSTZ vs DTE
+17.6%
-116.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +5.3% |
| 7D | +4.3% | +1.8% | +2.4% | +4.6% |
| 30D | +30.2% | +9.0% | +21.1% | +31.7% |
| 3M | -66.9% | -0.2% | -66.7% | -67.2% |
| 6M | -26.3% | +0.1% | -26.4% | -26.2% |
| YTD | -80.1% | +10.0% | -90.1% | -78.4% |
| 1Y | -57.5% | +4.7% | -62.1% | -55.8% |
| All | -99.3% | +17.6% | -116.9% | -99.0% |
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