+411.5%
INTC vs MSTZ
-99.2%
+510.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +2.1% |
| 7D | +18.0% | -23.6% | +41.5% | +16.2% |
| 30D | +8.9% | -60.7% | +69.7% | +2.9% |
| 3M | -1.6% | -58.3% | +56.7% | -4.6% |
| 6M | +133.1% | -60.0% | +193.1% | +130.3% |
| YTD | +187.9% | -75.2% | +263.1% | +183.9% |
| 1Y | +334.7% | -19.9% | +354.6% | +372.5% |
| All | +411.5% | -99.2% | +510.7% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling