+19.1%
AA vs MSTZ
-99.3%
+118.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.6% | -12.0% | -3.8% |
| 7D | +1.2% | +21.1% | -19.9% | +2.9% |
| 30D | -5.0% | +40.1% | -45.1% | -1.9% |
| 3M | -22.2% | -66.1% | +43.9% | -26.0% |
| 6M | -36.3% | -20.7% | -15.6% | -33.6% |
| YTD | -24.2% | -78.6% | +54.4% | -25.5% |
| 1Y | +3.9% | -55.5% | +59.4% | +10.6% |
| All | +19.1% | -99.3% | +118.4% | +0.3% |
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 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