+541.2%
OKLO vs MSTZ
-99.1%
+640.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.6% | -12.9% | -4.8% |
| 7D | +0.1% | +24.8% | -24.7% | +5.6% |
| 30D | -15.2% | -59.2% | +44.1% | -27.9% |
| 3M | -26.2% | -56.9% | +30.7% | -31.9% |
| 6M | -35.0% | -57.6% | +22.6% | -34.7% |
| YTD | -44.4% | -73.6% | +29.2% | -43.1% |
| 1Y | -45.9% | -15.6% | -30.4% | -24.4% |
| All | +541.2% | -99.1% | +640.3% | +778.0% |
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