+105.6%
GOOG vs MSTZ
-99.2%
+204.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | -1.8% |
| 7D | -1.6% | -23.6% | +22.0% | -2.6% |
| 30D | -7.7% | -60.7% | +53.1% | -11.6% |
| 3M | -9.3% | -58.3% | +49.0% | -11.7% |
| 6M | +7.4% | -60.0% | +67.5% | +6.0% |
| YTD | +4.9% | -75.2% | +80.1% | +3.8% |
| 1Y | +37.2% | -19.9% | +57.1% | +49.5% |
| All | +105.6% | -99.2% | +204.8% | +108.1% |
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