+97.3%
W vs MSTZ
-99.2%
+196.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.8% |
| 7D | +5.9% | -23.6% | +29.5% | +3.6% |
| 30D | -3.0% | -60.7% | +57.7% | -11.2% |
| 3M | +40.3% | -58.3% | +98.6% | +33.4% |
| 6M | +32.2% | -60.0% | +92.2% | +29.0% |
| YTD | -0.3% | -75.2% | +74.9% | -2.5% |
| 1Y | +16.2% | -19.9% | +36.0% | +36.5% |
| All | +97.3% | -99.2% | +196.4% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling