+48.9%
MTZ vs MSTZ
-99.4%
+148.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.8% | +8.8% | +9.6% |
| 7D | -6.4% | -1.2% | -5.2% | -6.4% |
| 30D | -22.1% | +22.2% | -44.2% | -20.1% |
| 3M | -32.7% | -70.4% | +37.7% | -37.6% |
| 6M | -59.8% | -31.0% | -28.8% | -58.3% |
| YTD | -19.9% | -81.0% | +61.1% | -21.6% |
| 1Y | -11.5% | -61.2% | +49.7% | -6.2% |
| All | +48.9% | -99.4% | +148.2% | +46.1% |
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 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