+20.0%
SPY vs MSTZ
-29.5%
+49.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.3% |
| 7D | +0.1% | -29.7% | +29.8% | -0.9% |
| 30D | +0.1% | -65.3% | +65.3% | -3.3% |
| 3M | +2.0% | -57.3% | +59.3% | +0.6% |
| 6M | +13.0% | -61.6% | +74.7% | +11.9% |
| YTD | +13.5% | -78.3% | +91.8% | +12.0% |
| 1Y | +20.0% | -30.2% | +50.2% | +27.1% |
| All | +20.0% | -29.5% | +49.4% | +27.1% |
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 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