+26.4%
P vs MSTZ
-29.5%
+55.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.7% |
| 7D | +6.5% | -29.7% | +36.3% | +3.6% |
| 30D | +18.8% | -65.3% | +84.1% | +7.0% |
| 3M | +26.7% | -57.3% | +84.1% | +22.7% |
| 6M | +62.2% | -61.6% | +123.8% | +60.7% |
| YTD | +48.5% | -78.3% | +126.8% | +42.6% |
| 1Y | +26.4% | -30.2% | +56.6% | +50.5% |
| All | +26.4% | -29.5% | +55.8% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling