+73.7%
AMAT vs MSTZ
-57.2%
+130.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.2% | +5.9% |
| 7D | +7.0% | +31.0% | -24.1% | +10.1% |
| 30D | -20.6% | +34.0% | -54.5% | -17.4% |
| 3M | -24.8% | -67.7% | +42.9% | -28.0% |
| 6M | -10.7% | -14.9% | +4.2% | -4.1% |
| YTD | +54.3% | -79.1% | +133.3% | +50.2% |
| 1Y | +73.7% | -58.9% | +132.7% | +75.2% |
| All | +73.7% | -57.2% | +130.9% | +75.2% |
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