+24.1%
ABBV vs MSTZ
-29.5%
+53.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.5% |
| 7D | +0.4% | -29.7% | +30.1% | +0.6% |
| 30D | +4.2% | -65.3% | +69.5% | +4.9% |
| 3M | +14.8% | -57.3% | +72.2% | +15.5% |
| 6M | +10.3% | -61.6% | +71.9% | +10.5% |
| YTD | +14.9% | -78.3% | +93.2% | +14.3% |
| 1Y | +24.1% | -30.2% | +54.4% | +22.2% |
| All | +24.1% | -29.5% | +53.6% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling