+129.6%
AVGO vs MSTZ
-99.2%
+228.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.7% |
| 7D | -0.8% | -23.6% | +22.8% | -2.5% |
| 30D | -13.7% | -60.7% | +47.0% | -19.3% |
| 3M | -6.9% | -58.3% | +51.3% | -10.5% |
| 6M | +5.8% | -60.0% | +65.8% | +4.1% |
| YTD | +5.7% | -75.2% | +80.9% | +3.9% |
| 1Y | +9.0% | -19.9% | +28.9% | +22.6% |
| All | +129.6% | -99.2% | +228.8% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling