+33.6%
KO vs MSTZ
-15.4%
+49.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | +0.2% |
| 7D | -1.1% | +24.8% | -25.9% | -1.4% |
| 30D | +1.6% | -59.2% | +60.8% | +2.5% |
| 3M | +5.8% | -56.9% | +62.6% | +6.1% |
| 6M | +14.3% | -57.6% | +71.9% | +14.1% |
| YTD | +27.3% | -73.6% | +100.9% | +26.9% |
| All | +33.6% | -15.4% | +49.0% | +30.3% |
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