+383.0%
INTC vs MSTZ
-99.1%
+482.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.6% | -12.2% | -5.1% |
| 7D | +9.4% | +24.8% | -15.4% | +11.3% |
| 30D | +2.7% | -59.2% | +61.9% | -2.7% |
| 3M | -6.3% | -56.9% | +50.6% | -8.9% |
| 6M | +114.5% | -57.6% | +172.0% | +112.9% |
| YTD | +171.9% | -73.6% | +245.5% | +169.5% |
| 1Y | +305.0% | -15.6% | +320.6% | +342.3% |
| All | +383.0% | -99.1% | +482.1% | +330.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling