-4.2%
ABT vs MSTZ
-99.2%
+95.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -2.6% |
| 7D | -3.1% | -25.4% | +22.2% | -3.0% |
| 30D | -2.1% | -60.9% | +58.7% | -1.7% |
| 3M | +17.4% | -54.2% | +71.6% | +17.8% |
| 6M | -2.4% | -65.0% | +62.6% | -2.2% |
| YTD | -14.2% | -76.5% | +62.3% | -14.1% |
| 1Y | -18.3% | -23.4% | +5.0% | -18.7% |
| All | -4.2% | -99.2% | +95.0% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling