+361.2%
INTC vs MSTZ
-99.3%
+460.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +4.7% |
| 7D | +7.1% | -29.7% | +36.8% | +4.9% |
| 30D | -5.2% | -65.3% | +60.1% | -11.2% |
| 3M | -14.3% | -57.3% | +43.0% | -16.5% |
| 6M | +110.2% | -61.6% | +171.8% | +107.1% |
| YTD | +159.6% | -78.3% | +237.9% | +153.5% |
| 1Y | +289.3% | -30.2% | +319.5% | +318.9% |
| All | +361.2% | -99.3% | +460.5% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling