+75.2%
ADI vs MSTZ
-99.1%
+174.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.6% | +4.6% |
| 7D | +4.6% | +17.0% | -12.5% | +5.6% |
| 30D | -1.2% | -61.8% | +60.6% | -5.5% |
| 3M | -7.8% | -54.6% | +46.8% | -9.6% |
| 6M | +19.3% | -59.3% | +78.6% | +18.0% |
| YTD | +40.9% | -74.6% | +115.5% | +39.5% |
| 1Y | +54.5% | -18.8% | +73.3% | +69.7% |
| All | +75.2% | -99.1% | +174.4% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling