-23.4%
MSTZ vs MDY
+15.1%
-38.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +5.6% |
| 7D | -25.4% | +1.0% | -26.4% | -21.0% |
| 30D | -60.9% | -3.1% | -57.7% | -64.9% |
| 3M | -54.2% | +1.8% | -56.0% | -49.0% |
| 6M | -65.0% | +10.8% | -75.8% | -40.4% |
| YTD | -76.5% | +14.4% | -90.9% | -48.6% |
| 1Y | -23.4% | +15.2% | -38.6% | +71.8% |
| All | -23.4% | +15.1% | -38.5% | +71.8% |
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