+26.7%
Q vs MSTZ
-33.5%
+60.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.9% |
| 7D | +0.2% | -29.7% | +30.0% | -1.9% |
| 30D | -11.1% | -65.3% | +54.2% | -17.2% |
| 3M | -22.1% | -57.3% | +35.2% | -23.1% |
| 6M | +0.5% | -61.6% | +62.1% | +0.5% |
| YTD | +47.8% | -78.3% | +126.1% | +44.7% |
| All | +26.7% | -33.5% | +60.2% | +32.0% |
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 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