-99.3%
MSTZ vs DTE
+14.9%
-114.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +22.2% | +6.2% | +16.0% | +23.2% |
| 3M | -70.4% | -2.6% | -67.8% | -70.8% |
| 6M | -31.0% | -3.5% | -27.5% | -31.7% |
| YTD | -81.0% | +7.4% | -88.4% | -79.5% |
| 1Y | -61.2% | +4.2% | -65.4% | -59.1% |
| All | -99.3% | +14.9% | -114.2% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling