+23.9%
OMC vs MSTZ
-63.1%
+87.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.6% | +14.8% | +4.9% |
| 7D | +12.5% | +0.7% | +11.8% | +12.6% |
| 30D | +16.3% | +16.6% | -0.3% | +17.3% |
| 3M | +8.1% | -74.7% | +82.7% | +4.3% |
| 6M | +17.2% | -43.9% | +61.1% | +17.2% |
| YTD | +11.8% | -84.0% | +95.8% | +8.2% |
| 1Y | +23.9% | -65.1% | +89.0% | +21.7% |
| All | +23.9% | -63.1% | +87.0% | +21.7% |
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