+29.2%
T vs MSTZ
-99.2%
+128.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | -0.4% |
| 7D | -1.5% | -25.4% | +23.8% | -1.3% |
| 30D | +7.6% | -60.9% | +68.5% | +8.5% |
| 3M | +15.3% | -54.2% | +69.5% | +15.9% |
| 6M | -8.5% | -65.0% | +56.5% | -7.9% |
| YTD | +6.8% | -76.5% | +83.3% | +7.5% |
| 1Y | -7.2% | -23.4% | +16.1% | -7.8% |
| All | +29.2% | -99.2% | +128.4% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling