-0.8%
MSFT vs MSTZ
-29.5%
+28.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -1.9% |
| 7D | -2.7% | -29.7% | +27.0% | -4.3% |
| 30D | +2.7% | -65.3% | +68.0% | -2.8% |
| 3M | +17.0% | -57.3% | +74.3% | +14.3% |
| 6M | +23.8% | -61.6% | +85.5% | +21.7% |
| YTD | +4.0% | -78.3% | +82.3% | +1.8% |
| 1Y | -0.8% | -30.2% | +29.4% | +2.3% |
| All | -0.8% | -29.5% | +28.6% | +2.3% |
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