+62.7%
ILMN vs MSTZ
-99.4%
+162.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.5% |
| 7D | -9.7% | -1.2% | -8.5% | -9.5% |
| 30D | -20.4% | +22.2% | -42.6% | -18.9% |
| 3M | +10.0% | -70.4% | +80.4% | +6.8% |
| 6M | +49.5% | -31.0% | +80.5% | +52.5% |
| YTD | +62.5% | -81.0% | +143.5% | +62.2% |
| 1Y | +76.0% | -61.2% | +137.2% | +85.1% |
| All | +62.7% | -99.4% | +162.1% | +57.7% |
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 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