+367.0%
ALAB vs MSTZ
-99.3%
+466.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.9% | +8.8% | +14.5% |
| 7D | -5.6% | +4.3% | -9.9% | -4.0% |
| 30D | -36.6% | +30.2% | -66.8% | -32.0% |
| 3M | -35.1% | -66.9% | +31.8% | -40.3% |
| 6M | +8.5% | -26.3% | +34.9% | +19.4% |
| YTD | +30.4% | -80.1% | +110.5% | +29.5% |
| 1Y | +31.0% | -57.5% | +88.5% | +48.3% |
| All | +367.0% | -99.3% | +466.3% | +427.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling