+44.1%
AAPL vs MSTZ
-99.2%
+143.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.7% | 0.0% |
| 7D | -3.0% | -23.6% | +20.6% | -3.7% |
| 30D | +2.3% | -60.7% | +63.0% | -1.0% |
| 3M | +8.6% | -58.3% | +66.9% | +6.5% |
| 6M | +21.6% | -60.0% | +81.6% | +20.4% |
| YTD | +16.3% | -75.2% | +91.5% | +15.2% |
| 1Y | +35.1% | -19.9% | +54.9% | +43.9% |
| All | +44.1% | -99.2% | +143.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling