+86.4%
GOOGL vs MSTZ
-99.2%
+185.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -0.7% |
| 7D | +3.9% | +30.8% | -26.9% | +5.6% |
| 30D | -14.9% | +41.2% | -56.1% | -12.6% |
| 3M | -14.6% | -60.9% | +46.4% | -16.9% |
| 6M | -26.4% | -15.7% | -10.8% | -23.8% |
| YTD | -5.3% | -75.2% | +69.9% | -4.8% |
| 1Y | +6.5% | -59.8% | +66.2% | +11.1% |
| All | +86.4% | -99.2% | +185.5% | +91.7% |
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 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