-0.9%
ABT vs MSTZ
-99.2%
+98.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.8% | +1.2% |
| 7D | -1.3% | +30.8% | -32.1% | -1.4% |
| 30D | +6.0% | +41.2% | -35.2% | +5.8% |
| 3M | -1.9% | -60.9% | +59.0% | -1.6% |
| 6M | +31.2% | -15.7% | +46.9% | +31.3% |
| YTD | -11.2% | -75.2% | +64.0% | -11.3% |
| 1Y | -14.0% | -59.8% | +45.8% | -14.2% |
| All | -0.9% | -99.2% | +98.3% | -0.4% |
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