-37.5%
PODD vs MSTZ
-99.3%
+61.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.0% |
| 7D | +1.6% | -29.7% | +31.3% | +0.5% |
| 30D | +10.7% | -65.3% | +76.0% | +6.8% |
| 3M | +0.7% | -57.3% | +58.1% | -0.9% |
| 6M | -39.3% | -61.6% | +22.4% | -39.8% |
| YTD | -48.1% | -78.3% | +30.2% | -48.7% |
| 1Y | -57.4% | -30.2% | -27.2% | -54.4% |
| All | -37.5% | -99.3% | +61.7% | -37.2% |
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