+32.0%
V vs MSTZ
-99.3%
+131.2%
-20.4%
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% | -0.9% |
| 7D | -1.7% | -29.7% | +28.0% | -2.1% |
| 30D | +2.0% | -65.3% | +67.2% | +0.6% |
| 3M | +17.4% | -57.3% | +74.7% | +16.5% |
| 6M | +17.5% | -61.6% | +79.1% | +16.8% |
| YTD | +7.6% | -78.3% | +85.9% | +6.7% |
| 1Y | +7.7% | -30.2% | +38.0% | +10.8% |
| All | +32.0% | -99.3% | +131.2% | +33.1% |
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