-58.9%
MSTZ vs MKTX
-0.2%
-58.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +31.0% | +0.3% | +30.7% | +31.1% |
| 30D | +34.0% | +0.9% | +33.0% | +34.2% |
| 3M | -67.7% | +2.7% | -70.4% | -67.5% |
| 6M | -14.9% | +15.6% | -30.5% | -6.6% |
| YTD | -79.1% | -7.0% | -72.1% | -75.7% |
| 1Y | -58.9% | -1.2% | -57.7% | -49.6% |
| All | -58.9% | -0.2% | -58.7% | -49.6% |
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