-52.9%
Z vs MSTZ
-99.3%
+46.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.1% | +4.2% |
| 7D | -5.2% | +4.3% | -9.4% | -4.5% |
| 30D | +5.7% | +30.2% | -24.4% | +8.8% |
| 3M | -8.7% | -66.9% | +58.1% | -12.8% |
| 6M | -26.0% | -26.3% | +0.4% | -23.1% |
| YTD | -55.0% | -80.1% | +25.1% | -55.6% |
| 1Y | -58.0% | -57.5% | -0.5% | -55.7% |
| All | -52.9% | -99.3% | +46.4% | -55.8% |
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