+39.3%
LUV vs MSTZ
-99.2%
+138.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.4% | +0.3% |
| 7D | +0.7% | -23.6% | +24.2% | -0.3% |
| 30D | -13.4% | -60.7% | +47.3% | -16.6% |
| 3M | -9.6% | -58.3% | +48.7% | -11.5% |
| 6M | -8.9% | -60.0% | +51.1% | -9.7% |
| YTD | -5.2% | -75.2% | +70.1% | -6.4% |
| 1Y | +27.0% | -19.9% | +46.9% | +39.1% |
| All | +39.3% | -99.2% | +138.5% | +30.9% |
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