+358.3%
DELL vs MSTZ
-18.6%
+376.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.8% | +15.7% | +11.6% |
| 7D | +8.2% | +17.0% | -8.8% | +10.2% |
| 30D | +17.1% | -61.8% | +78.9% | +8.3% |
| 3M | +45.2% | -54.6% | +99.7% | +41.0% |
| 6M | +286.8% | -59.3% | +346.0% | +287.7% |
| YTD | +354.8% | -74.6% | +429.4% | +353.2% |
| 1Y | +358.3% | -18.8% | +377.1% | +440.6% |
| All | +358.3% | -18.6% | +376.8% | +440.6% |
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