+1,026.0%
MU vs MSTZ
-99.1%
+1,125.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.6% | -11.5% | -4.1% |
| 7D | +2.0% | +24.8% | -22.8% | +4.8% |
| 30D | +12.5% | -59.2% | +71.8% | +3.5% |
| 3M | +9.6% | -56.9% | +66.5% | +4.7% |
| 6M | +142.6% | -57.6% | +200.2% | +141.7% |
| YTD | +242.7% | -73.6% | +316.2% | +240.8% |
| 1Y | +599.3% | -15.6% | +614.8% | +742.6% |
| All | +1,026.0% | -99.1% | +1,125.1% | +936.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling