+49.5%
ILMN vs MSTZ
-32.8%
+82.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.5% |
| 7D | -9.7% | -1.2% | -8.5% | -9.4% |
| 30D | -20.4% | +22.2% | -42.6% | -18.0% |
| 3M | +10.0% | -70.4% | +80.4% | +6.2% |
| 6M | +49.5% | -31.0% | +80.5% | +43.8% |
| All | +49.5% | -32.8% | +82.3% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling