-36.6%
QS vs MSTZ
-99.2%
+62.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -4.3% |
| 7D | -14.0% | +30.8% | -44.8% | -9.5% |
| 30D | -6.4% | +41.2% | -47.6% | +1.9% |
| 3M | -40.3% | -60.9% | +20.6% | -45.1% |
| 6M | -57.5% | -15.7% | -41.8% | -52.0% |
| YTD | -64.7% | -75.2% | +10.5% | -63.6% |
| 1Y | -72.9% | -59.8% | -13.1% | -68.8% |
| All | -36.6% | -99.2% | +62.6% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling