-19.9%
MSTZ vs MKTX
-11.2%
-8.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -23.6% | +0.3% | -23.8% | -23.5% |
| 30D | -60.7% | +1.0% | -61.7% | -60.7% |
| 3M | -58.3% | +40.8% | -99.1% | -57.5% |
| 6M | -60.0% | -10.9% | -49.1% | -52.1% |
| YTD | -75.2% | -8.6% | -66.6% | -69.1% |
| 1Y | -19.9% | -11.6% | -8.3% | +17.8% |
| All | -19.9% | -11.2% | -8.7% | +17.8% |
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