+119.1%
P vs MSTZ
-99.2%
+218.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -1.4% |
| 7D | +11.6% | +30.8% | -19.2% | +15.1% |
| 30D | -23.7% | +41.2% | -64.9% | -19.3% |
| 3M | -8.0% | -60.9% | +52.9% | -12.5% |
| 6M | +27.9% | -15.7% | +43.6% | +38.8% |
| YTD | +61.2% | -75.2% | +136.4% | +64.0% |
| 1Y | +28.6% | -59.8% | +88.4% | +39.2% |
| All | +119.1% | -99.2% | +218.3% | +132.6% |
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