+113.3%
GOOGL vs MSTZ
-99.3%
+212.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.0% |
| 7D | -2.3% | -29.7% | +27.4% | -3.7% |
| 30D | -6.6% | -65.3% | +58.7% | -11.1% |
| 3M | -8.9% | -57.3% | +48.4% | -11.1% |
| 6M | +11.9% | -61.6% | +73.5% | +10.2% |
| YTD | +8.3% | -78.3% | +86.6% | +6.4% |
| 1Y | +46.2% | -30.2% | +76.5% | +57.8% |
| All | +113.3% | -99.3% | +212.5% | +114.3% |
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