-34.5%
ADSK vs MSTZ
-18.6%
-16.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.1% | +0.2% |
| 7D | -2.5% | +17.0% | -19.6% | -1.9% |
| 30D | -14.9% | -61.8% | +46.9% | -17.0% |
| 3M | +3.3% | -54.6% | +57.9% | +2.2% |
| 6M | -15.7% | -59.3% | +43.6% | -16.5% |
| YTD | -28.2% | -74.6% | +46.3% | -29.0% |
| 1Y | -34.5% | -18.8% | -15.7% | -27.9% |
| All | -34.5% | -18.6% | -16.0% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling