-6.9%
IDXX vs MSTZ
-57.9%
+51.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +17.7% | -21.7% | -3.5% |
| 7D | +16.4% | +13.4% | +3.1% | +16.9% |
| 30D | +30.1% | +37.5% | -7.4% | +31.4% |
| 3M | +14.7% | -69.9% | +84.6% | +12.4% |
| 6M | +19.1% | -32.0% | +51.1% | +22.2% |
| YTD | -0.9% | -81.2% | +80.3% | -0.4% |
| 1Y | -6.9% | -56.1% | +49.2% | -6.9% |
| All | -6.9% | -57.9% | +51.0% | -6.9% |
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 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