-1.3%
IDXX vs MSTZ
-99.1%
+97.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.5% |
| 7D | -5.7% | +17.0% | -22.8% | -5.1% |
| 30D | -11.5% | -61.8% | +50.2% | -14.4% |
| 3M | -9.5% | -54.6% | +45.0% | -10.8% |
| 6M | -16.0% | -59.3% | +43.3% | -16.6% |
| YTD | -25.4% | -74.6% | +49.2% | -25.8% |
| 1Y | -21.8% | -18.8% | -3.0% | -16.5% |
| All | -1.3% | -99.1% | +97.8% | -7.7% |
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