+35.4%
AMZN vs MSTZ
-99.2%
+134.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -1.5% |
| 7D | -1.0% | -23.6% | +22.5% | -2.0% |
| 30D | -9.2% | -60.7% | +51.5% | -13.1% |
| 3M | +3.4% | -58.3% | +61.6% | +0.6% |
| 6M | +18.2% | -60.0% | +78.2% | +16.7% |
| YTD | +9.3% | -75.2% | +84.6% | +8.3% |
| 1Y | +5.9% | -19.9% | +25.8% | +16.2% |
| All | +35.4% | -99.2% | +134.5% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling