-19.9%
ADSK vs MSTZ
-99.1%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.6% | -4.2% | +2.7% |
| 7D | -10.9% | +24.8% | -35.7% | -10.0% |
| 30D | -15.9% | -59.2% | +43.3% | -18.2% |
| 3M | -4.4% | -56.9% | +52.5% | -5.9% |
| 6M | -16.6% | -57.6% | +40.9% | -17.2% |
| YTD | -28.5% | -73.6% | +45.1% | -29.0% |
| 1Y | -34.6% | -15.6% | -19.1% | -30.5% |
| All | -19.9% | -99.1% | +79.2% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling