+39.4%
LUV vs MSTZ
-99.1%
+138.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.4% |
| 7D | -0.1% | +24.8% | -24.9% | +1.0% |
| 30D | -14.6% | -59.2% | +44.6% | -17.6% |
| 3M | -5.7% | -56.9% | +51.2% | -7.6% |
| 6M | -8.4% | -57.6% | +49.2% | -9.0% |
| YTD | -5.1% | -73.6% | +68.5% | -6.1% |
| 1Y | +26.6% | -15.6% | +42.1% | +38.9% |
| All | +39.4% | -99.1% | +138.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling