-18.0%
OMC vs MSTZ
-99.2%
+81.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -8.9% | -3.3% |
| 7D | -4.2% | -23.6% | +19.3% | -4.8% |
| 30D | -7.5% | -60.7% | +53.2% | -9.5% |
| 3M | +4.6% | -58.3% | +62.9% | +3.2% |
| 6M | -4.8% | -60.0% | +55.2% | -5.8% |
| YTD | -1.0% | -75.2% | +74.2% | -2.1% |
| 1Y | +3.8% | -19.9% | +23.7% | +6.9% |
| All | -18.0% | -99.2% | +81.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling