-49.8%
ADBE vs MSTZ
-99.2%
+49.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.7% |
| 7D | -8.9% | -23.6% | +14.7% | -9.5% |
| 30D | -6.6% | -60.7% | +54.1% | -9.1% |
| 3M | +7.1% | -58.3% | +65.4% | +5.4% |
| 6M | -9.8% | -60.0% | +50.3% | -10.5% |
| YTD | -27.2% | -75.2% | +48.0% | -27.7% |
| 1Y | -28.0% | -19.9% | -8.1% | -24.0% |
| All | -49.8% | -99.2% | +49.3% | -49.0% |
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