+719.8%
MU vs MSTZ
-29.5%
+749.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +6.4% |
| 7D | +9.0% | -29.7% | +38.7% | +5.7% |
| 30D | +13.8% | -65.3% | +79.1% | +2.5% |
| 3M | +2.1% | -57.3% | +59.4% | -0.7% |
| 6M | +153.8% | -61.6% | +215.4% | +154.2% |
| YTD | +256.4% | -78.3% | +334.7% | +254.8% |
| 1Y | +719.8% | -30.2% | +750.0% | +1,088.4% |
| All | +719.8% | -29.5% | +749.2% | +1,088.4% |
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