-1.7%
BBY vs MSTZ
-99.2%
+97.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.3% |
| 7D | +1.2% | -23.6% | +24.7% | +0.6% |
| 30D | +6.8% | -60.7% | +67.5% | +3.9% |
| 3M | +18.7% | -58.3% | +77.0% | +16.8% |
| 6M | +37.3% | -60.0% | +97.3% | +36.0% |
| YTD | +35.3% | -75.2% | +110.5% | +33.9% |
| 1Y | +20.7% | -19.9% | +40.6% | +27.1% |
| All | -1.7% | -99.2% | +97.4% | -3.5% |
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