+60.5%
LLY vs MSTZ
-99.3%
+159.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.6% | -6.2% | +1.5% |
| 7D | +1.6% | +21.1% | -19.5% | +1.9% |
| 30D | +21.5% | +40.1% | -18.6% | +22.1% |
| 3M | +16.4% | -66.1% | +82.5% | +15.2% |
| 6M | +51.5% | -20.7% | +72.2% | +53.0% |
| YTD | +33.9% | -78.6% | +112.5% | +33.4% |
| 1Y | +49.1% | -55.5% | +104.6% | +49.6% |
| All | +60.5% | -99.3% | +159.8% | +53.6% |
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