-30.2%
MSTZ vs MDY
+17.9%
-48.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +3.1% |
| 7D | -29.7% | +0.1% | -29.9% | -28.1% |
| 30D | -65.3% | -1.5% | -63.8% | -66.7% |
| 3M | -57.3% | +0.8% | -58.1% | -54.4% |
| 6M | -61.6% | +7.4% | -69.1% | -43.4% |
| YTD | -78.3% | +15.2% | -93.5% | -51.2% |
| 1Y | -30.2% | +16.5% | -46.8% | +63.6% |
| All | -30.2% | +17.9% | -48.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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