-6.5%
U vs MSTZ
-19.0%
+12.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | +0.2% |
| 7D | +4.4% | -23.6% | +27.9% | +2.1% |
| 30D | -1.3% | -60.7% | +59.4% | -10.3% |
| 3M | +49.6% | -58.3% | +107.8% | +42.0% |
| 6M | +100.2% | -60.0% | +160.2% | +95.5% |
| YTD | -3.7% | -75.2% | +71.5% | -7.3% |
| 1Y | -6.5% | -19.9% | +13.4% | +24.8% |
| All | -6.5% | -19.0% | +12.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling