+103.3%
AMAT vs MSTZ
-99.3%
+202.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | +1.2% |
| 7D | -2.5% | +21.1% | -23.6% | -0.4% |
| 30D | -26.5% | +40.1% | -66.6% | -23.3% |
| 3M | -28.6% | -66.1% | +37.5% | -31.9% |
| 6M | -14.2% | -20.7% | +6.5% | -9.3% |
| YTD | +45.5% | -78.6% | +124.1% | +45.0% |
| 1Y | +59.3% | -55.5% | +114.8% | +71.0% |
| All | +103.3% | -99.3% | +202.6% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling