+74.7%
MRK vs MSTZ
-18.6%
+93.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | -0.6% |
| 7D | -4.3% | +17.0% | -21.3% | -4.0% |
| 30D | +8.3% | -61.8% | +70.1% | +7.1% |
| 3M | +20.0% | -54.6% | +74.6% | +19.3% |
| 6M | +25.7% | -59.3% | +84.9% | +25.2% |
| YTD | +38.7% | -74.6% | +113.3% | +38.2% |
| 1Y | +74.7% | -18.8% | +93.5% | +90.1% |
| All | +74.7% | -18.6% | +93.3% | +90.1% |
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