+61.5%
ALB vs MSTZ
-29.5%
+90.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -4.3% |
| 7D | -8.1% | -29.7% | +21.7% | -9.5% |
| 30D | +6.3% | -65.3% | +71.5% | +0.3% |
| 3M | -23.6% | -57.3% | +33.8% | -25.1% |
| 6M | -24.6% | -61.6% | +37.0% | -25.5% |
| YTD | -10.3% | -78.3% | +68.0% | -12.8% |
| 1Y | +61.5% | -30.2% | +91.7% | +85.0% |
| All | +61.5% | -29.5% | +90.9% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling