+110.5%
MTZ vs MSTZ
-99.2%
+209.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.2% | -4.4% | +4.5% |
| 7D | +3.6% | -25.4% | +28.9% | +1.5% |
| 30D | -9.6% | -60.9% | +51.2% | -15.8% |
| 3M | -31.9% | -54.2% | +22.2% | -34.0% |
| 6M | -13.8% | -65.0% | +51.2% | -16.0% |
| YTD | +13.3% | -76.5% | +89.8% | +10.9% |
| 1Y | +39.3% | -23.4% | +62.7% | +56.4% |
| All | +110.5% | -99.2% | +209.7% | +106.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling