-13.3%
IBM vs MSTZ
-63.1%
+49.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.5% |
| 30D | +14.8% | +16.6% | -1.8% | +15.6% |
| 3M | +8.9% | -74.7% | +83.6% | +6.0% |
| 6M | +12.4% | -43.9% | +56.4% | +15.7% |
| YTD | -12.4% | -84.0% | +71.6% | -13.6% |
| 1Y | -13.3% | -65.1% | +51.8% | -14.6% |
| All | -13.3% | -63.1% | +49.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling