+36.4%
OPEN vs MSTZ
-99.2%
+135.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.7% | -1.8% |
| 7D | -2.9% | -23.6% | +20.6% | -4.4% |
| 30D | -13.8% | -60.7% | +46.9% | -18.8% |
| 3M | -30.9% | -58.3% | +27.4% | -33.3% |
| 6M | -40.9% | -60.0% | +19.1% | -42.1% |
| YTD | -48.5% | -75.2% | +26.7% | -49.6% |
| 1Y | -50.9% | -19.9% | -31.0% | -46.8% |
| All | +36.4% | -99.2% | +135.5% | +8.1% |
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