+57.4%
INTC vs MSTZ
-63.1%
+120.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.6% | +5.8% | -4.9% |
| 7D | -39.0% | +0.7% | -39.7% | -38.4% |
| 30D | -49.8% | +16.6% | -66.4% | -48.2% |
| 3M | -42.2% | -74.7% | +32.4% | -47.0% |
| 6M | -39.2% | -43.9% | +4.7% | -36.6% |
| YTD | +57.9% | -84.0% | +141.9% | +52.1% |
| 1Y | +57.4% | -65.1% | +122.5% | +84.7% |
| All | +57.4% | -63.1% | +120.4% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling