-45.9%
RUN vs MSTZ
-29.5%
-16.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.1% |
| 7D | +1.3% | -29.7% | +31.0% | -2.5% |
| 30D | -15.3% | -65.3% | +50.0% | -25.5% |
| 3M | -40.0% | -57.3% | +17.3% | -42.7% |
| 6M | -27.0% | -61.6% | +34.7% | -27.8% |
| YTD | -51.7% | -78.3% | +26.6% | -51.6% |
| 1Y | -45.9% | -30.2% | -15.6% | -26.3% |
| All | -45.9% | -29.5% | -16.4% | -26.3% |
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 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