+22.7%
IBM vs MSTZ
-99.3%
+122.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.4% |
| 7D | -1.7% | +31.0% | -32.7% | -0.9% |
| 30D | +10.1% | +34.0% | -23.9% | +11.3% |
| 3M | +4.8% | -67.7% | +72.5% | +3.1% |
| 6M | +12.6% | -14.9% | +27.5% | +15.2% |
| YTD | -13.9% | -79.1% | +65.2% | -14.1% |
| 1Y | -18.7% | -58.9% | +40.2% | -17.4% |
| All | +22.7% | -99.3% | +122.0% | +25.0% |
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