+350.4%
DELL vs MSTZ
-99.1%
+449.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.6% | -11.9% | -4.7% |
| 7D | -1.9% | +24.8% | -26.7% | +0.2% |
| 30D | +14.9% | -59.2% | +74.1% | +8.0% |
| 3M | +37.2% | -56.9% | +94.1% | +32.5% |
| 6M | +254.0% | -57.6% | +311.6% | +252.1% |
| YTD | +306.1% | -73.6% | +379.7% | +303.8% |
| 1Y | +312.3% | -15.6% | +327.8% | +364.0% |
| All | +350.4% | -99.1% | +449.5% | +323.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling