+661.2%
MU vs MSTZ
-19.0%
+680.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +3.4% |
| 7D | +7.5% | -23.6% | +31.1% | +5.1% |
| 30D | +19.4% | -60.7% | +80.1% | +9.1% |
| 3M | +9.8% | -58.3% | +68.1% | +5.6% |
| 6M | +164.1% | -60.0% | +224.2% | +166.2% |
| YTD | +260.3% | -75.2% | +335.5% | +264.3% |
| 1Y | +661.2% | -19.9% | +681.1% | +1,013.2% |
| All | +661.2% | -19.0% | +680.2% | +1,013.2% |
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