-58.7%
Z vs MSTZ
-29.5%
-29.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -1.9% |
| 7D | -3.0% | -29.7% | +26.7% | -4.9% |
| 30D | -4.2% | -65.3% | +61.1% | -10.2% |
| 3M | -3.7% | -57.3% | +53.6% | -6.6% |
| 6M | -24.5% | -61.6% | +37.1% | -26.4% |
| YTD | -49.3% | -78.3% | +29.0% | -50.8% |
| 1Y | -58.7% | -30.2% | -28.4% | -55.3% |
| All | -58.7% | -29.5% | -29.2% | -55.3% |
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