-29.4%
AXON vs MSTZ
-29.5%
+0.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -3.9% |
| 7D | -14.2% | -29.7% | +15.6% | -16.2% |
| 30D | -15.4% | -65.3% | +49.9% | -21.9% |
| 3M | +0.5% | -57.3% | +57.8% | -3.4% |
| 6M | -9.5% | -61.6% | +52.1% | -13.3% |
| YTD | -9.2% | -78.3% | +69.1% | -14.0% |
| 1Y | -29.4% | -30.2% | +0.9% | -23.8% |
| All | -29.4% | -29.5% | +0.1% | -23.8% |
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