-20.8%
ADSK vs MSTZ
-61.7%
+41.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -2.5% |
| 7D | -14.5% | -23.6% | +9.0% | -14.9% |
| 30D | -19.3% | -60.7% | +41.4% | -20.3% |
| 3M | -7.8% | -58.3% | +50.5% | -8.6% |
| 6M | -20.8% | -60.0% | +39.3% | -24.4% |
| All | -20.8% | -61.7% | +41.0% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling