+24.4%
LYB vs MSTZ
-29.5%
+53.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.9% |
| 7D | -0.2% | -29.7% | +29.5% | -0.3% |
| 30D | +8.7% | -65.3% | +74.0% | +8.2% |
| 3M | -3.0% | -57.3% | +54.3% | -2.6% |
| 6M | +4.7% | -61.6% | +66.4% | +5.4% |
| YTD | +51.6% | -78.3% | +129.9% | +53.5% |
| 1Y | +24.4% | -30.2% | +54.6% | +43.4% |
| All | +24.4% | -29.5% | +53.8% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling