+8.1%
S vs MSTZ
-19.0%
+27.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.5% |
| 7D | -1.2% | -23.6% | +22.3% | -2.8% |
| 30D | -12.6% | -60.7% | +48.2% | -17.3% |
| 3M | +27.6% | -58.3% | +85.8% | +23.7% |
| 6M | +35.5% | -60.0% | +95.5% | +33.4% |
| YTD | +29.6% | -75.2% | +104.8% | +28.4% |
| 1Y | +8.1% | -19.9% | +28.0% | +30.2% |
| All | +8.1% | -19.0% | +27.2% | +30.2% |
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