-54.6%
RUN vs MSTZ
-99.2%
+44.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.2% | -4.5% | +4.6% |
| 7D | +10.2% | -25.4% | +35.5% | +7.5% |
| 30D | -9.6% | -60.9% | +51.3% | -16.9% |
| 3M | -31.5% | -54.2% | +22.7% | -34.0% |
| 6M | -18.7% | -65.0% | +46.3% | -21.1% |
| YTD | -49.9% | -76.5% | +26.6% | -50.5% |
| 1Y | -45.5% | -23.4% | -22.1% | -38.1% |
| All | -54.6% | -99.2% | +44.6% | -50.5% |
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