+35.1%
AMZN vs MSTZ
-99.1%
+134.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | +0.2% |
| 7D | -2.7% | +24.8% | -27.5% | -1.4% |
| 30D | -7.5% | -59.2% | +51.7% | -11.3% |
| 3M | +5.8% | -56.9% | +62.7% | +3.2% |
| 6M | +17.5% | -57.6% | +75.1% | +16.4% |
| YTD | +9.1% | -73.6% | +82.7% | +8.5% |
| 1Y | +9.4% | -15.6% | +24.9% | +20.4% |
| All | +35.1% | -99.1% | +134.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling