-9.5%
AZO vs MSTZ
-63.1%
+53.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.6% | +13.5% | +3.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.3% |
| 30D | +18.4% | +16.6% | +1.8% | +18.5% |
| 3M | +9.8% | -74.7% | +84.5% | +9.9% |
| 6M | -4.5% | -43.9% | +39.4% | -3.5% |
| YTD | -1.9% | -84.0% | +82.1% | -3.9% |
| 1Y | -9.5% | -65.1% | +55.6% | -17.2% |
| All | -9.5% | -63.1% | +53.5% | -17.2% |
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