+39.7%
SPY vs MSTZ
-99.2%
+138.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.2% |
| 7D | +0.5% | -25.4% | +25.9% | -0.4% |
| 30D | -0.9% | -60.9% | +59.9% | -4.2% |
| 3M | +3.9% | -54.2% | +58.1% | +2.3% |
| 6M | +14.5% | -65.0% | +79.5% | +12.7% |
| YTD | +12.9% | -76.5% | +89.4% | +11.5% |
| 1Y | +19.4% | -23.4% | +42.7% | +26.6% |
| All | +39.7% | -99.2% | +138.9% | +36.3% |
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