+61.4%
AMAT vs MSTZ
-63.1%
+124.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.3% | -4.1% |
| 7D | -11.2% | +0.7% | -11.9% | -10.9% |
| 30D | -31.9% | +16.6% | -48.5% | -30.3% |
| 3M | -32.3% | -74.7% | +42.3% | -37.1% |
| 6M | -5.4% | -43.9% | +38.5% | -2.1% |
| YTD | +44.3% | -84.0% | +128.3% | +36.9% |
| 1Y | +61.4% | -65.1% | +126.5% | +66.2% |
| All | +61.4% | -63.1% | +124.4% | +66.2% |
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 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