-28.4%
QS vs MSTZ
-29.5%
+1.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | +1.1% |
| 7D | -2.3% | -29.7% | +27.4% | -8.1% |
| 30D | -0.7% | -65.3% | +64.6% | -18.7% |
| 3M | -39.6% | -57.3% | +17.7% | -43.8% |
| 6M | -21.7% | -61.6% | +39.9% | -24.7% |
| YTD | -47.4% | -78.3% | +30.9% | -49.4% |
| 1Y | -28.4% | -30.2% | +1.9% | +46.6% |
| All | -28.4% | -29.5% | +1.1% | +46.6% |
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 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