+34.4%
MTB vs MSTZ
-99.2%
+133.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.8% |
| 7D | +1.5% | +30.8% | -29.2% | +2.6% |
| 30D | +2.3% | +41.2% | -38.8% | +4.1% |
| 3M | -12.1% | -60.9% | +48.8% | -13.8% |
| 6M | +9.8% | -15.7% | +25.5% | +13.0% |
| YTD | +12.0% | -75.2% | +87.2% | +12.1% |
| 1Y | +22.0% | -59.8% | +81.8% | +26.1% |
| All | +34.4% | -99.2% | +133.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling