+395.6%
INTC vs MSTZ
-99.1%
+494.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.3% |
| 7D | +7.5% | +17.0% | -9.6% | +8.8% |
| 30D | +2.0% | -61.8% | +63.8% | -3.8% |
| 3M | -12.0% | -54.6% | +42.6% | -14.2% |
| 6M | +114.5% | -59.3% | +173.8% | +112.4% |
| YTD | +179.0% | -74.6% | +253.5% | +175.8% |
| 1Y | +318.3% | -18.8% | +337.1% | +355.5% |
| All | +395.6% | -99.1% | +494.8% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling