+41.3%
LUV vs MSTZ
-99.1%
+140.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.2% |
| 7D | -1.0% | +17.0% | -18.0% | -0.1% |
| 30D | -12.4% | -61.8% | +49.4% | -15.7% |
| 3M | -11.0% | -54.6% | +43.6% | -12.5% |
| 6M | -5.0% | -59.3% | +54.3% | -5.7% |
| YTD | -3.8% | -74.6% | +70.8% | -4.9% |
| 1Y | +25.9% | -18.8% | +44.7% | +37.9% |
| All | +41.3% | -99.1% | +140.5% | +33.0% |
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