+148.2%
AMAT vs MSTZ
-99.3%
+247.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +4.5% |
| 7D | -1.5% | -29.7% | +28.2% | -3.7% |
| 30D | -14.8% | -65.3% | +50.5% | -20.7% |
| 3M | -9.3% | -57.3% | +48.1% | -12.0% |
| 6M | +27.4% | -61.6% | +89.0% | +25.2% |
| YTD | +77.6% | -78.3% | +155.8% | +72.6% |
| 1Y | +188.9% | -30.2% | +219.2% | +219.2% |
| All | +148.2% | -99.3% | +247.5% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling