+69.2%
ILMN vs MSTZ
-63.6%
+132.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.3% |
| 7D | +1.2% | -29.7% | +30.9% | -1.0% |
| 30D | +9.2% | -65.3% | +74.5% | +2.2% |
| 3M | +29.8% | -57.3% | +87.2% | +25.4% |
| 6M | +69.2% | -61.6% | +130.8% | +64.1% |
| All | +69.2% | -63.6% | +132.8% | +64.1% |
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