-10.9%
AXP vs MSTZ
-54.6%
+43.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.2% |
| 7D | -1.1% | +4.3% | -5.4% | -0.8% |
| 30D | +5.2% | +30.2% | -24.9% | +6.7% |
| 3M | -4.6% | -66.9% | +62.3% | -7.1% |
| 6M | +3.2% | -26.3% | +29.6% | +5.2% |
| YTD | -11.3% | -80.1% | +68.8% | -12.0% |
| All | -10.9% | -54.6% | +43.7% | -10.0% |
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