+20.5%
XYZ vs MSTZ
-56.8%
+77.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | +12.1% | -1.2% | +13.4% | +12.5% |
| 30D | +12.4% | +22.2% | -9.8% | +15.9% |
| 3M | +8.2% | -70.4% | +78.6% | +0.7% |
| 6M | +20.7% | -31.0% | +51.7% | +27.2% |
| YTD | +31.3% | -81.0% | +112.4% | +28.5% |
| 1Y | +20.5% | -61.2% | +81.7% | +8.4% |
| All | +20.5% | -56.8% | +77.3% | +8.4% |
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