+375.8%
DELL vs MSTZ
-99.2%
+475.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.8% |
| 7D | +8.7% | -23.6% | +32.3% | +7.0% |
| 30D | +16.9% | -60.7% | +77.6% | +9.5% |
| 3M | +40.4% | -58.3% | +98.7% | +35.1% |
| 6M | +267.1% | -60.0% | +327.1% | +262.9% |
| YTD | +329.1% | -75.2% | +404.3% | +323.9% |
| 1Y | +346.9% | -19.9% | +366.8% | +400.3% |
| All | +375.8% | -99.2% | +475.0% | +344.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling