+20.8%
IBM vs MSTZ
-99.3%
+120.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | +0.6% |
| 7D | -2.5% | +4.3% | -6.8% | -2.3% |
| 30D | +8.4% | +30.2% | -21.8% | +9.5% |
| 3M | +4.5% | -66.9% | +71.4% | +2.8% |
| 6M | +7.9% | -26.3% | +34.2% | +9.9% |
| YTD | -15.2% | -80.1% | +64.9% | -15.5% |
| 1Y | -17.6% | -57.5% | +39.9% | -16.3% |
| All | +20.8% | -99.3% | +120.1% | +22.9% |
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