-10.8%
AON vs MSTZ
-99.1%
+88.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +1.0% |
| 7D | -5.9% | +24.8% | -30.7% | -5.8% |
| 30D | -13.7% | -59.2% | +45.6% | -14.1% |
| 3M | -8.3% | -56.9% | +48.6% | -8.6% |
| 6M | -3.6% | -57.6% | +53.9% | -3.9% |
| YTD | -12.4% | -73.6% | +61.2% | -12.6% |
| 1Y | -14.6% | -15.6% | +0.9% | -13.4% |
| All | -10.8% | -99.1% | +88.3% | -10.6% |
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