-19.9%
MSTZ vs DTE
+4.6%
-24.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +5.9% |
| 7D | -23.6% | 0.0% | -23.6% | -23.7% |
| 30D | -60.7% | -0.5% | -60.2% | -60.4% |
| 3M | -58.3% | -6.0% | -52.2% | -56.6% |
| 6M | -60.0% | -7.2% | -52.8% | -58.9% |
| YTD | -75.2% | +7.2% | -82.4% | -72.3% |
| 1Y | -19.9% | +4.1% | -23.9% | -18.6% |
| All | -19.9% | +4.6% | -24.5% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling