-21.8%
LYB vs MSTZ
-99.1%
+77.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.8% | -1.1% |
| 7D | +0.3% | +17.0% | -16.8% | +0.7% |
| 30D | +2.5% | -61.8% | +64.3% | +0.1% |
| 3M | +1.4% | -54.6% | +56.0% | +0.4% |
| 6M | -3.5% | -59.3% | +55.8% | -4.3% |
| YTD | +52.0% | -74.6% | +126.6% | +50.9% |
| 1Y | +22.1% | -18.8% | +40.9% | +31.0% |
| All | -21.8% | -99.1% | +77.3% | -24.7% |
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