-18.3%
AXON vs MSTZ
-99.4%
+81.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.8% | -19.0% | -18.1% |
| 7D | -26.8% | -1.2% | -25.6% | -26.6% |
| 30D | -22.9% | +22.2% | -45.1% | -20.6% |
| 3M | -40.1% | -70.4% | +30.3% | -43.7% |
| 6M | -18.9% | -31.0% | +12.1% | -15.7% |
| YTD | -44.9% | -81.0% | +36.2% | -46.1% |
| 1Y | -46.7% | -61.2% | +14.5% | -44.1% |
| All | -18.3% | -99.4% | +81.1% | -16.8% |
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 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