+34.6%
AXON vs MSTZ
-99.3%
+133.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -3.9% |
| 7D | -14.2% | -29.7% | +15.6% | -16.0% |
| 30D | -15.4% | -65.3% | +49.9% | -21.3% |
| 3M | +0.5% | -57.3% | +57.8% | -2.8% |
| 6M | -9.5% | -61.6% | +52.1% | -12.0% |
| YTD | -9.2% | -78.3% | +69.1% | -12.2% |
| 1Y | -29.4% | -30.2% | +0.9% | -23.2% |
| All | +34.6% | -99.3% | +133.9% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling