-3.8%
TECH vs MSTZ
-99.3%
+95.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.2% |
| 7D | +0.2% | +21.1% | -20.9% | +0.9% |
| 30D | +0.5% | +40.1% | -39.6% | +1.9% |
| 3M | +1.1% | -66.1% | +67.2% | -1.2% |
| 6M | +51.0% | -20.7% | +71.8% | +55.8% |
| YTD | +24.4% | -78.6% | +103.0% | +24.2% |
| 1Y | +27.4% | -55.5% | +82.9% | +32.4% |
| All | -3.8% | -99.3% | +95.5% | -13.3% |
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 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