-48.3%
MUZ vs MSTZ
-70.8%
+22.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -9.6% | +23.8% | +16.1% |
| 7D | +47.2% | +0.7% | +46.5% | +46.6% |
| 30D | +57.1% | +16.6% | +40.5% | +51.8% |
| 3M | -5.3% | -74.7% | +69.4% | +15.0% |
| All | -48.3% | -70.8% | +22.5% | -33.6% |
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 · Available span rolling