+84.8%
MRK vs MSTZ
-29.5%
+114.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | +1.3% | -29.7% | +31.1% | +1.0% |
| 30D | +17.1% | -65.3% | +82.4% | +15.6% |
| 3M | +25.9% | -57.3% | +83.2% | +25.1% |
| 6M | +26.8% | -61.6% | +88.5% | +26.2% |
| YTD | +44.9% | -78.3% | +123.2% | +44.0% |
| 1Y | +84.8% | -30.2% | +115.1% | +100.7% |
| All | +84.8% | -29.5% | +114.3% | +100.7% |
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 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