+6.5%
AIG vs MSTZ
-99.2%
+105.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.5% |
| 7D | -1.4% | -23.6% | +22.1% | -1.7% |
| 30D | -3.3% | -60.7% | +57.4% | -4.3% |
| 3M | +2.2% | -58.3% | +60.4% | +1.5% |
| 6M | -2.1% | -60.0% | +57.9% | -2.4% |
| YTD | -11.2% | -75.2% | +64.0% | -11.5% |
| 1Y | -2.1% | -19.9% | +17.8% | -0.1% |
| All | +6.5% | -99.2% | +105.6% | +1.3% |
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