+106.0%
U vs MSTZ
-99.3%
+205.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.7% |
| 7D | -3.8% | -29.7% | +25.9% | -7.0% |
| 30D | +17.5% | -65.3% | +82.7% | +4.8% |
| 3M | +38.7% | -57.3% | +96.1% | +32.0% |
| 6M | +104.4% | -61.6% | +166.1% | +98.3% |
| YTD | -5.7% | -78.3% | +72.6% | -9.7% |
| 1Y | +3.7% | -30.2% | +33.9% | +22.7% |
| All | +106.0% | -99.3% | +205.3% | +80.3% |
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