+93.2%
TER vs MSTZ
-99.3%
+192.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.9% | +0.5% |
| 7D | -8.9% | +21.1% | -30.0% | -6.8% |
| 30D | -39.1% | +40.1% | -79.1% | -36.1% |
| 3M | -32.8% | -66.1% | +33.3% | -36.1% |
| 6M | -31.7% | -20.7% | -11.0% | -27.1% |
| YTD | +26.9% | -78.6% | +105.5% | +27.7% |
| 1Y | +33.6% | -55.5% | +89.1% | +44.0% |
| All | +93.2% | -99.3% | +192.5% | +73.8% |
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