+366.0%
DELL vs MSTZ
-99.3%
+465.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.7% |
| 7D | +14.9% | -29.7% | +44.6% | +12.3% |
| 30D | +13.3% | -65.3% | +78.6% | +4.9% |
| 3M | +24.4% | -57.3% | +81.7% | +20.5% |
| 6M | +258.0% | -61.6% | +319.6% | +252.7% |
| YTD | +320.2% | -78.3% | +398.5% | +310.0% |
| 1Y | +319.1% | -30.2% | +349.3% | +363.2% |
| All | +366.0% | -99.3% | +465.2% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling