-70.2%
AAOX vs MSTZ
-56.3%
-14.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.6% | -15.1% | -6.1% |
| 7D | +5.4% | +24.8% | -19.4% | +14.3% |
| 30D | -47.7% | -59.2% | +11.5% | -63.2% |
| 3M | -78.6% | -56.9% | -21.8% | -80.8% |
| All | -70.2% | -56.3% | -14.0% | -68.9% |
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 · Available span rolling