-22.2%
AMAT vs MSTZ
-32.8%
+10.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.3% |
| 7D | -14.7% | -1.2% | -13.5% | -14.2% |
| 30D | -36.1% | +22.2% | -58.3% | -33.9% |
| 3M | -36.9% | -70.4% | +33.5% | -39.6% |
| 6M | -22.2% | -31.0% | +8.8% | -14.1% |
| All | -22.2% | -32.8% | +10.6% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling