-57.5%
RUN vs MSTZ
-99.2%
+41.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.8% |
| 7D | -13.5% | +30.8% | -44.3% | -10.7% |
| 30D | +18.3% | +41.2% | -22.9% | +24.3% |
| 3M | -12.5% | -60.9% | +48.4% | -17.3% |
| 6M | -40.3% | -15.7% | -24.6% | -35.7% |
| YTD | -53.1% | -75.2% | +22.1% | -52.1% |
| 1Y | -54.3% | -59.8% | +5.5% | -50.5% |
| All | -57.5% | -99.2% | +41.7% | -52.1% |
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