-99.2%
MSTZ vs DTE
+14.7%
-113.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.4% |
| 7D | -29.7% | +0.2% | -29.9% | -29.6% |
| 30D | -65.3% | -2.6% | -62.7% | -65.5% |
| 3M | -57.3% | -3.9% | -53.4% | -57.7% |
| 6M | -61.6% | -7.9% | -53.7% | -63.1% |
| YTD | -78.3% | +7.2% | -85.5% | -76.4% |
| 1Y | -30.2% | +3.1% | -33.3% | -26.7% |
| All | -99.2% | +14.7% | -113.9% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling