+108.4%
GOOGL vs MSTZ
-99.2%
+207.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.7% | -2.0% |
| 7D | -1.9% | -23.6% | +21.7% | -2.9% |
| 30D | -7.5% | -60.7% | +53.3% | -11.3% |
| 3M | -9.2% | -58.3% | +49.1% | -11.5% |
| 6M | +8.1% | -60.0% | +68.1% | +6.7% |
| YTD | +5.8% | -75.2% | +81.1% | +4.8% |
| 1Y | +38.3% | -19.9% | +58.2% | +50.5% |
| All | +108.4% | -99.2% | +207.5% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling