+9.0%
MSFT vs MSTZ
-63.1%
+72.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.6% | +16.3% | +6.0% |
| 7D | +4.7% | +0.7% | +3.9% | +4.9% |
| 30D | +5.8% | +16.6% | -10.8% | +7.6% |
| 3M | +13.0% | -74.7% | +87.7% | +5.9% |
| 6M | +34.9% | -43.9% | +78.8% | +37.0% |
| YTD | +15.7% | -84.0% | +99.7% | +12.8% |
| 1Y | +9.0% | -65.1% | +74.0% | +8.5% |
| All | +9.0% | -63.1% | +72.0% | +8.5% |
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