+111.4%
U vs MSTZ
-99.2%
+210.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.2% | -5.6% | +3.7% |
| 7D | +4.5% | -25.4% | +29.8% | +1.7% |
| 30D | -0.6% | -60.9% | +60.3% | -9.9% |
| 3M | +48.4% | -54.2% | +102.6% | +42.2% |
| 6M | +115.4% | -65.0% | +180.4% | +105.7% |
| YTD | -3.2% | -76.5% | +73.3% | -6.4% |
| 1Y | -6.0% | -23.4% | +17.3% | +12.5% |
| All | +111.4% | -99.2% | +210.6% | +86.9% |
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