-53.5%
Z vs MSTZ
-99.4%
+45.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +17.7% | -28.3% | -9.3% |
| 7D | -2.3% | +13.4% | -15.6% | -0.9% |
| 30D | +9.4% | +37.5% | -28.2% | +13.1% |
| 3M | -16.1% | -69.9% | +53.8% | -20.4% |
| 6M | -30.4% | -32.0% | +1.5% | -28.1% |
| YTD | -55.6% | -81.2% | +25.6% | -56.3% |
| 1Y | -58.5% | -56.1% | -2.5% | -56.2% |
| All | -53.5% | -99.4% | +45.9% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling