+96.3%
P vs MSTZ
-99.4%
+195.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.8% | +3.6% |
| 7D | -23.8% | -1.2% | -22.6% | -23.4% |
| 30D | -36.6% | +22.2% | -58.8% | -34.0% |
| 3M | +10.9% | -70.4% | +81.3% | +2.1% |
| 6M | +30.0% | -31.0% | +61.0% | +38.4% |
| YTD | +44.4% | -81.0% | +125.4% | +42.5% |
| 1Y | +3.9% | -61.2% | +65.1% | +12.1% |
| All | +96.3% | -99.4% | +195.7% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling