+61.2%
ILMN vs MSTZ
-99.2%
+160.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.2% | -11.5% | -2.9% |
| 7D | +1.9% | -25.4% | +27.3% | +0.9% |
| 30D | +12.3% | -60.9% | +73.2% | +8.7% |
| 3M | +33.5% | -54.2% | +87.7% | +31.4% |
| 6M | +69.4% | -65.0% | +134.3% | +66.7% |
| YTD | +60.9% | -76.5% | +137.4% | +59.9% |
| 1Y | +115.0% | -23.4% | +138.4% | +133.5% |
| All | +61.2% | -99.2% | +160.4% | +55.4% |
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