+17.8%
AVGO vs MSTZ
-29.5%
+47.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.4% |
| 7D | -3.0% | -29.7% | +26.8% | -5.1% |
| 30D | -14.4% | -65.3% | +50.8% | -20.4% |
| 3M | -14.4% | -57.3% | +42.9% | -16.6% |
| 6M | +13.1% | -61.6% | +74.8% | +12.0% |
| YTD | +3.8% | -78.3% | +82.1% | +1.2% |
| 1Y | +17.8% | -30.2% | +48.0% | +33.6% |
| All | +17.8% | -29.5% | +47.2% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling