-57.4%
MUZ vs MSTZ
-61.7%
+4.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -2.2% | -21.7% | -23.4% |
| 7D | -17.7% | +31.0% | -48.7% | -22.4% |
| 30D | +14.5% | +34.0% | -19.5% | +6.7% |
| 3M | -25.7% | -67.7% | +42.0% | -14.4% |
| All | -57.4% | -61.7% | +4.3% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling