+41.7%
DELL vs MSTZ
-12.2%
+53.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.9% | -12.1% | -6.6% |
| 7D | +4.9% | +30.8% | -25.9% | +8.6% |
| 30D | -32.1% | +41.2% | -73.3% | -27.7% |
| 3M | -30.2% | -60.9% | +30.7% | -32.5% |
| 6M | +41.7% | -15.7% | +57.4% | +128.4% |
| All | +41.7% | -12.2% | +53.9% | +128.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling