+25.9%
LLY vs MSTZ
-99.2%
+125.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.1% |
| 7D | -3.1% | -25.4% | +22.3% | -3.4% |
| 30D | -5.1% | -60.9% | +55.8% | -6.1% |
| 3M | -2.1% | -54.2% | +52.1% | -2.5% |
| 6M | +13.8% | -65.0% | +78.8% | +13.5% |
| YTD | +5.1% | -76.5% | +81.6% | +4.6% |
| 1Y | +53.1% | -23.4% | +76.5% | +54.6% |
| All | +25.9% | -99.2% | +125.1% | +20.4% |
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 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