-3.2%
S vs MSTZ
-99.3%
+96.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.1% | +8.5% |
| 7D | +1.6% | +4.3% | -2.7% | +2.3% |
| 30D | -10.5% | +30.2% | -40.6% | -7.2% |
| 3M | +9.9% | -66.9% | +76.8% | +4.6% |
| 6M | +41.8% | -26.3% | +68.1% | +49.1% |
| YTD | +56.8% | -80.1% | +136.9% | +55.2% |
| 1Y | +39.0% | -57.5% | +96.5% | +49.7% |
| All | -3.2% | -99.3% | +96.2% | -6.6% |
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