+143.3%
DELL vs MSTZ
-63.1%
+206.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.6% | +0.7% | -9.8% |
| 7D | -24.6% | +0.7% | -25.3% | -24.3% |
| 30D | -32.5% | +16.6% | -49.1% | -30.6% |
| 3M | -20.2% | -74.7% | +54.5% | -27.4% |
| 6M | +76.5% | -43.9% | +120.4% | +84.0% |
| YTD | +198.9% | -84.0% | +282.9% | +188.9% |
| 1Y | +143.3% | -65.1% | +208.4% | +169.1% |
| All | +143.3% | -63.1% | +206.4% | +169.1% |
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