+43.2%
OPEN vs MSTZ
-99.3%
+142.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.9% |
| 7D | -4.3% | -29.7% | +25.5% | -6.3% |
| 30D | -16.2% | -65.3% | +49.1% | -21.9% |
| 3M | -36.4% | -57.3% | +21.0% | -38.4% |
| 6M | -35.5% | -61.6% | +26.2% | -37.0% |
| YTD | -46.0% | -78.3% | +32.3% | -47.7% |
| 1Y | -47.1% | -30.2% | -16.9% | -43.4% |
| All | +43.2% | -99.3% | +142.4% | +12.2% |
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 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