+7.3%
O vs MSTZ
-99.2%
+106.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.3% | -0.5% |
| 7D | -0.4% | +25.6% | -26.0% | -0.3% |
| 30D | +8.3% | +50.6% | -42.3% | +8.5% |
| 3M | -4.0% | -64.5% | +60.5% | -4.3% |
| 6M | -2.6% | -14.0% | +11.4% | -2.2% |
| YTD | +9.9% | -76.4% | +86.3% | +10.1% |
| 1Y | +9.8% | -56.2% | +66.1% | +10.6% |
| All | +7.3% | -99.2% | +106.5% | +15.1% |
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