+17.1%
TER vs MSTZ
-63.6%
+80.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.8% |
| 7D | +0.6% | -29.7% | +30.3% | -2.4% |
| 30D | -8.3% | -65.3% | +57.0% | -17.5% |
| 3M | -12.2% | -57.3% | +45.1% | -10.4% |
| 6M | +17.1% | -61.6% | +78.7% | +24.7% |
| All | +17.1% | -63.6% | +80.7% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling