-11.7%
AXP vs MSTZ
-57.2%
+45.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | -2.9% | +31.0% | -33.9% | -1.7% |
| 30D | +3.7% | +34.0% | -30.2% | +5.3% |
| 3M | -4.9% | -67.7% | +62.8% | -7.6% |
| 6M | +4.1% | -14.9% | +19.0% | +6.7% |
| YTD | -11.7% | -79.1% | +67.4% | -12.2% |
| 1Y | -11.7% | -58.9% | +47.2% | -10.9% |
| All | -11.7% | -57.2% | +45.5% | -10.9% |
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 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