+113.3%
GOOGL vs MSTZ
-99.1%
+212.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.5% | +1.6% |
| 7D | 0.0% | +17.0% | -17.0% | +1.0% |
| 30D | -1.4% | -61.8% | +60.4% | -5.7% |
| 3M | -5.3% | -54.6% | +49.3% | -7.3% |
| 6M | +9.8% | -59.3% | +69.0% | +8.5% |
| YTD | +8.4% | -74.6% | +82.9% | +7.5% |
| 1Y | +41.2% | -18.8% | +60.0% | +53.8% |
| All | +113.3% | -99.1% | +212.4% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling