+105.2%
P vs MSTZ
-99.2%
+204.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.2% | -6.5% | +2.5% |
| 7D | +7.8% | -25.4% | +33.2% | +5.6% |
| 30D | +12.3% | -60.9% | +73.2% | +3.2% |
| 3M | +37.1% | -54.2% | +91.3% | +32.2% |
| 6M | +66.1% | -65.0% | +131.1% | +60.6% |
| YTD | +50.9% | -76.5% | +127.4% | +47.5% |
| 1Y | +27.2% | -23.4% | +50.6% | +45.3% |
| All | +105.2% | -99.2% | +204.4% | +109.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling