-30.2%
MSTZ vs MKTX
-8.5%
-21.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -29.7% | +0.4% | -30.1% | -29.7% |
| 30D | -65.3% | +1.1% | -66.4% | -65.2% |
| 3M | -57.3% | +36.1% | -93.4% | -55.9% |
| 6M | -61.6% | -12.9% | -48.8% | -55.0% |
| YTD | -78.3% | -8.5% | -69.8% | -73.6% |
| 1Y | -30.2% | -7.5% | -22.7% | -15.1% |
| All | -30.2% | -8.5% | -21.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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