+119.1%
AVGO vs MSTZ
-99.2%
+218.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.9% | -9.7% | -4.3% |
| 7D | +18.2% | +30.8% | -12.6% | +21.0% |
| 30D | +0.2% | +41.2% | -41.0% | +4.6% |
| 3M | -16.8% | -60.9% | +44.1% | -20.3% |
| 6M | -16.5% | -15.7% | -0.8% | -11.2% |
| YTD | +0.8% | -75.2% | +76.0% | +1.6% |
| 1Y | +2.8% | -59.8% | +62.6% | +9.6% |
| All | +119.1% | -99.2% | +218.2% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling