+75.8%
ALB vs MSTZ
-19.0%
+94.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -2.5% |
| 7D | -8.6% | -23.6% | +15.0% | -9.6% |
| 30D | -4.0% | -60.7% | +56.7% | -8.7% |
| 3M | -17.4% | -58.3% | +40.9% | -19.4% |
| 6M | -25.4% | -60.0% | +34.6% | -26.3% |
| YTD | -10.5% | -75.2% | +64.7% | -12.4% |
| 1Y | +75.8% | -19.9% | +95.7% | +102.1% |
| All | +75.8% | -19.0% | +94.9% | +102.1% |
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