-0.7%
ON vs MSTZ
-99.1%
+98.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -0.5% |
| 7D | -4.7% | +24.8% | -29.5% | -2.6% |
| 30D | -13.5% | -59.2% | +45.7% | -19.0% |
| 3M | -36.3% | -56.9% | +20.5% | -38.5% |
| 6M | +17.8% | -57.6% | +75.3% | +16.6% |
| YTD | +29.6% | -73.6% | +103.2% | +28.4% |
| 1Y | +45.8% | -15.6% | +61.4% | +68.7% |
| All | -0.7% | -99.1% | +98.4% | -12.3% |
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