+192.9%
TER vs MSTZ
-99.2%
+292.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.2% | -4.0% | +4.9% |
| 7D | +11.0% | -25.4% | +36.3% | +8.7% |
| 30D | -1.9% | -60.9% | +59.0% | -8.3% |
| 3M | -0.7% | -54.2% | +53.5% | -3.4% |
| 6M | +36.4% | -65.0% | +101.4% | +33.6% |
| YTD | +92.4% | -76.5% | +168.9% | +89.5% |
| 1Y | +213.5% | -23.4% | +236.9% | +247.4% |
| All | +192.9% | -99.2% | +292.1% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling