+6.9%
AIG vs MSTZ
-99.1%
+106.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.3% |
| 7D | -1.2% | +17.0% | -18.2% | -0.9% |
| 30D | -1.1% | -61.8% | +60.7% | -2.1% |
| 3M | +0.7% | -54.6% | +55.3% | +0.2% |
| 6M | -2.2% | -59.3% | +57.1% | -2.4% |
| YTD | -10.8% | -74.6% | +63.7% | -11.1% |
| 1Y | -2.0% | -18.8% | +16.8% | 0.0% |
| All | +6.9% | -99.1% | +106.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling