+73.7%
MCK vs MSTZ
-99.1%
+172.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.8% | +0.2% |
| 7D | -2.9% | +17.0% | -20.0% | -3.3% |
| 30D | +0.4% | -61.8% | +62.2% | +2.1% |
| 3M | +12.1% | -54.6% | +66.7% | +13.2% |
| 6M | -5.4% | -59.3% | +53.8% | -4.8% |
| YTD | +7.8% | -74.6% | +82.4% | +9.0% |
| 1Y | +22.9% | -18.8% | +41.8% | +23.4% |
| All | +73.7% | -99.1% | +172.9% | +74.6% |
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