+68.9%
ADI vs MSTZ
-99.2%
+168.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | +0.8% |
| 7D | +2.6% | -23.6% | +26.2% | +1.5% |
| 30D | -4.6% | -60.7% | +56.1% | -8.6% |
| 3M | -9.5% | -58.3% | +48.8% | -11.7% |
| 6M | +14.8% | -60.0% | +74.9% | +13.4% |
| YTD | +35.8% | -75.2% | +111.0% | +34.2% |
| 1Y | +48.9% | -19.9% | +68.8% | +63.5% |
| All | +68.9% | -99.2% | +168.0% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling