+45.8%
MTB vs MSTZ
-99.1%
+144.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.2% |
| 7D | 0.0% | +17.0% | -17.1% | +0.6% |
| 30D | -4.8% | -61.8% | +57.0% | -7.6% |
| 3M | +6.0% | -54.6% | +60.5% | +4.6% |
| 6M | +19.6% | -59.3% | +78.9% | +18.7% |
| YTD | +21.5% | -74.6% | +96.1% | +20.6% |
| 1Y | +24.7% | -18.8% | +43.5% | +34.0% |
| All | +45.8% | -99.1% | +144.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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