+32.0%
Q vs MSTZ
-24.1%
+56.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +2.2% |
| 7D | +6.6% | -23.6% | +30.2% | +4.9% |
| 30D | -6.6% | -60.7% | +54.2% | -12.2% |
| 3M | -13.2% | -58.3% | +45.0% | -15.2% |
| 6M | +9.9% | -60.0% | +70.0% | +10.1% |
| YTD | +53.9% | -75.2% | +129.2% | +52.3% |
| All | +32.0% | -24.1% | +56.1% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling