-54.6%
Z vs MSTZ
-99.4%
+44.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -4.6% | -1.2% | -3.3% | -4.2% |
| 30D | +8.3% | +22.2% | -13.9% | +10.9% |
| 3M | -11.6% | -70.4% | +58.8% | -16.2% |
| 6M | -33.6% | -31.0% | -2.6% | -31.4% |
| YTD | -56.7% | -81.0% | +24.4% | -57.3% |
| 1Y | -59.1% | -61.2% | +2.0% | -57.2% |
| All | -54.6% | -99.4% | +44.7% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling