+26.4%
MTSI vs MSTZ
-56.8%
+83.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.8% | +10.1% | +10.9% |
| 7D | -10.0% | -1.2% | -8.8% | -9.4% |
| 30D | -37.2% | +22.2% | -59.4% | -35.4% |
| 3M | -30.1% | -70.4% | +40.3% | -32.0% |
| 6M | -31.9% | -31.0% | -0.9% | -27.7% |
| YTD | +23.2% | -81.0% | +104.2% | +24.7% |
| 1Y | +26.4% | -61.2% | +87.6% | +48.1% |
| All | +26.4% | -56.8% | +83.1% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling