+744.7%
MU vs MSTZ
-99.3%
+844.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.3% | +6.9% |
| 7D | -12.0% | +4.3% | -16.3% | -11.0% |
| 30D | -28.7% | +30.2% | -58.9% | -25.0% |
| 3M | -16.4% | -66.9% | +50.4% | -22.4% |
| 6M | -1.8% | -26.3% | +24.6% | +5.5% |
| YTD | +157.1% | -80.1% | +237.2% | +155.8% |
| 1Y | +208.5% | -57.5% | +266.0% | +244.7% |
| All | +744.7% | -99.3% | +844.1% | +678.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling