-6.4%
T vs MSTZ
-63.1%
+56.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.6% | +2.3% |
| 7D | +5.5% | +0.7% | +4.7% | +5.4% |
| 30D | -8.9% | +16.6% | -25.5% | -9.3% |
| 3M | -5.6% | -74.7% | +69.1% | -4.0% |
| 6M | -14.3% | -43.9% | +29.6% | -14.5% |
| YTD | -7.9% | -84.0% | +76.1% | -7.0% |
| 1Y | -6.4% | -65.1% | +58.7% | -7.6% |
| All | -6.4% | -63.1% | +56.7% | -7.6% |
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 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