+161.2%
U vs MSTZ
-99.2%
+260.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +5.9% |
| 7D | +2.6% | +30.8% | -28.2% | +6.2% |
| 30D | +27.6% | +41.2% | -13.6% | +34.9% |
| 3M | +15.3% | -60.9% | +76.2% | +7.8% |
| 6M | +96.4% | -15.7% | +112.1% | +113.6% |
| YTD | +19.6% | -75.2% | +94.8% | +20.2% |
| 1Y | +42.1% | -59.8% | +101.9% | +55.4% |
| All | +161.2% | -99.2% | +260.3% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling