-99.2%
MSTZ vs MKTX
-33.8%
-65.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +12.9% | +12.8% |
| 7D | +25.6% | +0.2% | +25.3% | +25.6% |
| 30D | +50.6% | +0.9% | +49.7% | +50.6% |
| 3M | -64.5% | +2.5% | -67.1% | -64.5% |
| 6M | -14.0% | +18.6% | -32.6% | -11.7% |
| YTD | -76.4% | -7.1% | -69.3% | -73.6% |
| 1Y | -56.2% | -0.3% | -55.9% | -52.2% |
| All | -99.2% | -33.8% | -65.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling