+97.0%
W vs MSTZ
-99.2%
+196.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.6% | +1.5% |
| 7D | +6.5% | -25.4% | +31.9% | +3.9% |
| 30D | -6.2% | -60.9% | +54.7% | -14.1% |
| 3M | +48.9% | -54.2% | +103.1% | +43.1% |
| 6M | +31.2% | -65.0% | +96.2% | +26.0% |
| YTD | -0.4% | -76.5% | +76.1% | -3.3% |
| 1Y | +14.8% | -23.4% | +38.2% | +34.2% |
| All | +97.0% | -99.2% | +196.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling