+38.7%
AMZN vs MSTZ
-99.3%
+137.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | 0.0% |
| 7D | -3.0% | -29.7% | +26.7% | -4.4% |
| 30D | -5.2% | -65.3% | +60.1% | -9.9% |
| 3M | +1.9% | -57.3% | +59.2% | -0.5% |
| 6M | +19.2% | -61.6% | +80.9% | +17.4% |
| YTD | +12.0% | -78.3% | +90.3% | +10.1% |
| 1Y | +9.7% | -30.2% | +39.9% | +19.3% |
| All | +38.7% | -99.3% | +137.9% | +38.4% |
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 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