-60.3%
Z vs MSTZ
-51.1%
-9.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.6% | -13.1% | -4.9% |
| 7D | -6.5% | +21.1% | -27.6% | -4.5% |
| 30D | -0.1% | +40.1% | -40.2% | +3.6% |
| 3M | -14.1% | -66.1% | +51.9% | -17.8% |
| 6M | -30.1% | -20.7% | -9.3% | -26.3% |
| YTD | -57.5% | -78.6% | +21.1% | -58.0% |
| 1Y | -60.3% | -55.5% | -4.8% | -59.1% |
| All | -60.3% | -51.1% | -9.2% | -59.1% |
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