+38.2%
SPY vs MSTZ
-99.1%
+137.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.3% |
| 7D | -2.0% | +24.8% | -26.8% | -1.0% |
| 30D | -1.7% | -59.2% | +57.6% | -4.7% |
| 3M | +4.7% | -56.9% | +61.6% | +2.8% |
| 6M | +12.5% | -57.6% | +70.1% | +11.7% |
| YTD | +11.7% | -73.6% | +85.3% | +11.0% |
| 1Y | +17.5% | -15.6% | +33.0% | +25.1% |
| All | +38.2% | -99.1% | +137.3% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling