+365.5%
ALAB vs MSTZ
-99.3%
+464.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | +0.9% |
| 7D | -7.5% | +21.1% | -28.6% | -3.6% |
| 30D | -36.8% | +40.1% | -76.9% | -31.4% |
| 3M | -31.9% | -66.1% | +34.2% | -37.1% |
| 6M | +8.2% | -20.7% | +28.9% | +20.5% |
| YTD | +29.9% | -78.6% | +108.5% | +30.7% |
| 1Y | +24.4% | -55.5% | +79.9% | +42.1% |
| All | +365.5% | -99.3% | +464.8% | +432.2% |
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