-19.2%
MSTZ vs MKTX
+13.9%
-33.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +30.2% | +0.7% | +29.5% | +30.4% |
| 3M | -66.9% | +2.4% | -69.3% | -66.6% |
| All | -19.2% | +13.9% | -33.1% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling