+5.7%
O vs MSTZ
-12.4%
+18.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.9% |
| 7D | -3.5% | +24.8% | -28.3% | -3.4% |
| 30D | -3.3% | -59.2% | +55.9% | -3.7% |
| 3M | -2.8% | -56.9% | +54.0% | -3.0% |
| 6M | -5.8% | -57.6% | +51.8% | -5.5% |
| YTD | +9.4% | -73.6% | +83.0% | +10.5% |
| 1Y | +5.7% | -15.6% | +21.2% | +10.8% |
| All | +5.7% | -12.4% | +18.1% | +10.8% |
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