-0.3%
SPOT vs MSTZ
-63.1%
+62.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +4.4% |
| 7D | +16.6% | +0.7% | +15.8% | +16.6% |
| 30D | +29.9% | +16.6% | +13.3% | +30.7% |
| 3M | +31.3% | -74.7% | +105.9% | +25.9% |
| 6M | +43.2% | -43.9% | +87.1% | +44.7% |
| YTD | +8.1% | -84.0% | +92.1% | +5.0% |
| 1Y | -0.3% | -65.1% | +64.8% | +0.8% |
| All | -0.3% | -63.1% | +62.8% | +0.8% |
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