+18.3%
ALB vs MSTZ
-99.3%
+117.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | +0.3% |
| 7D | +9.5% | +4.3% | +5.2% | +10.0% |
| 30D | -2.1% | +30.2% | -32.3% | +0.9% |
| 3M | -24.1% | -66.9% | +42.7% | -28.9% |
| 6M | -51.0% | -26.3% | -24.7% | -48.8% |
| YTD | -29.3% | -80.1% | +50.8% | -30.9% |
| 1Y | +3.2% | -57.5% | +60.6% | +10.3% |
| All | +18.3% | -99.3% | +117.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling