-15.0%
OMC vs MSTZ
-99.2%
+84.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -10.0% | -1.5% |
| 7D | -5.8% | -25.4% | +19.6% | -6.4% |
| 30D | -4.8% | -60.9% | +56.1% | -6.9% |
| 3M | +9.2% | -54.2% | +63.4% | +8.0% |
| 6M | -2.5% | -65.0% | +62.5% | -3.9% |
| YTD | +2.6% | -76.5% | +79.1% | +1.3% |
| 1Y | +5.9% | -23.4% | +29.3% | +8.9% |
| All | -15.0% | -99.2% | +84.2% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling