-10.0%
QS vs MSTZ
-99.2%
+89.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.5% | -12.1% | -5.7% |
| 7D | -4.2% | -23.6% | +19.3% | -7.5% |
| 30D | -15.7% | -60.7% | +45.1% | -26.0% |
| 3M | -28.7% | -58.3% | +29.6% | -33.8% |
| 6M | -23.2% | -60.0% | +36.8% | -25.2% |
| YTD | -49.9% | -75.2% | +25.3% | -50.7% |
| 1Y | -38.8% | -19.9% | -18.9% | -21.8% |
| All | -10.0% | -99.2% | +89.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling