+5.6%
XYZ vs MSTZ
-24.0%
+29.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.2% | -11.4% | -2.3% |
| 7D | +2.9% | -25.4% | +28.2% | +0.6% |
| 30D | +1.4% | -60.9% | +62.3% | -6.3% |
| 3M | +14.6% | -54.2% | +68.7% | +11.3% |
| 6M | +20.8% | -65.0% | +85.7% | +17.9% |
| YTD | +23.1% | -76.5% | +99.6% | +20.9% |
| 1Y | +5.6% | -23.4% | +29.0% | +27.2% |
| All | +5.6% | -24.0% | +29.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling