-5.0%
IBM vs MSTZ
-19.0%
+14.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +3.5% |
| 7D | +3.6% | -23.6% | +27.1% | +3.0% |
| 30D | +1.5% | -60.7% | +62.3% | -0.3% |
| 3M | -12.9% | -58.3% | +45.3% | -13.4% |
| 6M | -3.9% | -60.0% | +56.1% | -3.5% |
| YTD | -17.3% | -75.2% | +57.9% | -17.8% |
| 1Y | -5.0% | -19.9% | +14.9% | -5.8% |
| All | -5.0% | -19.0% | +14.1% | -5.8% |
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