-99.2%
MSTZ vs MKTX
-34.9%
-64.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | -25.4% | +0.4% | -25.8% | -25.4% |
| 30D | -60.9% | +1.0% | -61.8% | -60.9% |
| 3M | -54.2% | +41.3% | -95.4% | -55.2% |
| 6M | -65.0% | -11.3% | -53.7% | -60.9% |
| YTD | -76.5% | -8.6% | -67.9% | -73.8% |
| 1Y | -23.4% | -11.1% | -12.3% | -14.1% |
| All | -99.2% | -34.9% | -64.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling