-6.2%
ABT vs MSTZ
-99.1%
+92.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.6% | -8.4% | -1.8% |
| 7D | -5.0% | +24.8% | -29.8% | -5.1% |
| 30D | -5.8% | -59.2% | +53.4% | -5.4% |
| 3M | +16.7% | -56.9% | +73.6% | +17.1% |
| 6M | -5.2% | -57.6% | +52.3% | -5.2% |
| YTD | -16.0% | -73.6% | +57.6% | -16.0% |
| 1Y | -18.3% | -15.6% | -2.7% | -18.7% |
| All | -6.2% | -99.1% | +92.9% | -5.6% |
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