+18.6%
TEAM vs MSTZ
-99.3%
+117.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.4% |
| 7D | -0.4% | -29.7% | +29.3% | -2.7% |
| 30D | +67.3% | -65.3% | +132.6% | +55.6% |
| 3M | +86.8% | -57.3% | +144.1% | +80.7% |
| 6M | +146.8% | -61.6% | +208.5% | +142.4% |
| YTD | +16.9% | -78.3% | +95.2% | +14.3% |
| 1Y | +12.8% | -30.2% | +43.0% | +24.9% |
| All | +18.6% | -99.3% | +117.9% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling