-6.3%
AZO vs MSTZ
-99.1%
+92.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -1.0% |
| 7D | -2.9% | +24.8% | -27.7% | -2.7% |
| 30D | -5.3% | -59.2% | +53.9% | -5.8% |
| 3M | -7.3% | -56.9% | +49.5% | -7.6% |
| 6M | -22.7% | -57.6% | +34.9% | -22.7% |
| YTD | -15.0% | -73.6% | +58.5% | -15.3% |
| 1Y | -32.2% | -15.6% | -16.7% | -31.3% |
| All | -6.3% | -99.1% | +92.8% | -12.2% |
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 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